Sökning: "hedging"

Visar resultat 1 - 5 av 273 uppsatser innehållade ordet hedging.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER

  2. 2. Migration plan of Risky Total Return Swap to Bond Return Swap

    Master-uppsats, KTH/Matematisk statistik

    Författare :Louis Maziere; [2020]
    Nyckelord :Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

    Sammanfattning : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. LÄS MER

  3. 3. Sensitivity Matching Through Market Power: Bank Hedging in the Age of Low Interest Rates

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Edvin Landvik; Eric Ellsäter; [2020]
    Nyckelord :Maturity Transformation; Risk Exposure; Interest Rate Risk; Financial Crisis; Maturity Mismatch;

    Sammanfattning : We replicate the paper of Drechsler et al. (2017a) who find that banks are able to hedge against interest rate risk exposure through maturity transformation. Our results confirm their findings prior to the financial crisis that the interest sensitivities of income and expenses closely follow one another, resulting in an insensitive ROA. LÄS MER

  4. 4. Does derivative cashflow support a countercyclical acquisition strategy? -An empirical investigation of US oil and gas companies

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Claus Lindkær Bang Knudsen; Davide Fogarolo; [2020]
    Nyckelord :Financial Hedging; Derivative Cashflow; M A; Economic Downturn; countercyclical investments; Business and Economics;

    Sammanfattning : .... LÄS MER

  5. 5. Hedging in a job interview setting : A corpus study of male and female use of hedges in spoken English

    Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Olof Arnell; [2020]
    Nyckelord :;

    Sammanfattning : The study aimed to find out to what extent males and females used lexical hedges during job interviews. The different functions of hedges that men and women used were also examined. A taxonomy of hedges as well as a list of specific examples of hedges were derived from Hyland (1994, 1996). LÄS MER