Now showing items 1-2 of 2

    • Hedging European options under a jump-diffusion model with transaction costs 

      Evaldsson, Simon; Hallqvist, Gustav (2014-07-23)
      This thesis investigates the performance of hedging strategies when the underlying asset is governed by Merton (1976)’s jump-diffusion model. We hedge a written European call option and analyse the performance through ...
    • Sveriges bostadsmarknad - Befinner vi oss i en prisbubbla? 

      Hägerdal, Astrid; Hallqvist, Gustav (2012-06-19)
      This bachelor thesis aims to analyse the Swedish mortgage market and investigate whether it is in a current price bubble or not. Comparisons have been made with Denmark, a country with a market similar to Sweden’s, and ...