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Essays on Quantitative Finance
Martin Jönsson
SCIENCE PhD theses
Department of Mathematical Sciences
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Business & Economics
Asset Prices
6%
Derivatives
24%
Electricity
5%
Electricity Market
6%
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
7%
Loss Function
7%
Market Data
20%
Market Price
11%
Martingale Method
10%
Methodology
3%
Monte Carlo Study
7%
Numerical Solution
8%
Option Pricing
13%
Option Value
7%
Payout
7%
Performance
2%
Premium
5%
Pricing
8%
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%