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Essays on Quantitative Finance
Martin Jönsson
SCIENCE PhD theses
Institut for Matematiske Fag
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Erhverv og økonomi
Asset Prices
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Derivatives
24%
Electricity
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Electricity Market
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Empirical Data
5%
Energy Market
7%
European Options
23%
Forward Contracts
8%
Hedge
32%
Hedging
12%
Heston Model
9%
Implied Volatility Surface
9%
Industry
2%
Investors
7%
Jump
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Loss Function
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Market Data
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Market Price
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Martingale Method
10%
Methodology
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Numerical Solution
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Option Pricing
13%
Option Value
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Payout
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Performance
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Premium
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Quantitative Finance
100%
Realized Volatility
7%
Reward
6%
Risk Minimization
8%
S&P 500 Index
7%
Simulation Experiment
7%
Spot Price
7%
Stochastic Volatility
7%
Stochastic Volatility Model
22%
Twist
8%
Uncertainty
3%
Volatility Models
7%
Wealth
5%