Sökning: "hedging"

Visar resultat 21 - 25 av 347 uppsatser innehållade ordet hedging.

1. 21. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

   Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

   Författare :Mohammed Moniruzzaman Khan; [2023]
   Nyckelord :;

   Sammanfattning : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. LÄS MER

3. 22. Den svenska kronans effekt på utländska fastighetsinvesteringar i Sverige : En kvalitativ studie om valutarisk

   Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Svante Forsmark; Fredrik Kastensson Gussing; [2023]
   Nyckelord :Real Estate; Currency Risk; Transactions; Currency Hedging Tools; Swedish Krona; Cross-Border Real Estate Investments; Fastigheter; Valutarisk; Transaktioner; Valutasäkringsverktyg; Svenska Kronan; Gränsöverskridande fastighetsinvesteringar;

   Sammanfattning : Gränsöverskridande fastighetsinvesteringar har blivit allt vanligare sedan andra hälften av 1900-talet. Idag står gränsöverskridande aktörer för en relativt stor del av den årliga transaktionsvolymen i Sverige. Samtidigt har kronan under en längre tid varit svag och fluktuerat kraftigt, inte minst under senare år. LÄS MER

4. 23. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

   Master-uppsats, Lunds universitet/Institutionen för energivetenskaper

   Författare :William Thorwaldson; Ellen Jinglöv; [2023]
   Nyckelord :Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

   Sammanfattning : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. LÄS MER

5. 24. Industry Maturity’s Influence on the Viability of Innovation- and Imitation-oriented Strategies - Assessing how elements of industry life cycles influence the viability of innovation and imitation-oriented strategies and its impact on industry development pace - A Qualitative Cross-sectional Study on the Cultured Meat Industry

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Ali Kouaiber; Joakim Langhelle; [2022-08-18]
   Nyckelord :Innovation strategies; Innovation-oriented; imitation-oriented; first-mover advantages; first-mover disadvantages; industry life cycles; industry transformation; path dependence; cultured meat industry;

   Sammanfattning : There is extensive literature on the topic of first-mover advantages, not only with regards to whether such advantages exist or not, but also with regards to their sources. However, there is a scarce amount of research devoted to understanding how such advantages are affected by the maturity of the industry, specifically in emerging industries. LÄS MER

7. 25. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Domenico Roberto Curciarello; [2022-06-29]
   Nyckelord :Bitcoin; 5 years– 5 years forward inflation expectation rate; VAR; VARX; Granger causality; Impulse response function; Forecast error variance decomposition;

   Sammanfattning : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. LÄS MER