Arbeten gjorda av mina elever i Analytisk Finans I

I kursen Analytical Finance I gör studenterna grupparbeten. Dessa publiceras sedan i rapporter och eleverna presenterar sina arbeten på ett seminarie. Nedan finner du ett antal av dessa arbeten gjorda mellan år 2003 och 2014.

Analytical Finance I (2003 - 2004)

			Binomialmodeller i Matlab
			Begränsningar i Black-Sholes modell (1)
			Begränsningar i Black-Sholes modell (2)
			Option Adjusted Spread
			Strategier med Optioner (1)
			Strategier med Optioner (2)
			Exotiska Optioner
			Beräkningar med binomialmodeller

Analytical Finance I (2005)

			Exotiska optioner I
			Exotiska optioner II
			Exotiska optioner II
			Strategier med Optioner
			Strategier med Optioner
			Poisson-processer och diffusionsmodeller med hopp
			Poisson-processer och diffusionsmodeller med hopp
			Väder-derivat
			Väder-derivat
			Handel på London Metal Exchange
			Handel på London Metal Exchange

Analytical Finance I (2006)

			Amerikanska Optioner (BAW)
			Beräkningar med BAW
			En studie av Binomialmodeller
			En studie av Binomialmodeller
			Beräkningar med Binomialmodeller
			Exotiska optioner
			Asiatiska optioner
			Barriäroptioner
			Digitala optioner
			Hedging
			Hedging
			Black-Scholes och Hopscotch
			Black-Scholes och Hopscotch
			Monte-Carlosimuleringar
			Monte-Carlosimuleringar
			Monte-Carlosimuleringar - 2

Analytical Finance I (2007)

		Binomialmodell och Konvergens
		Binomialmodell med centrerat lösenpris
		Binomialmodell med centrerat lösenpris
		Monte Carlo
		Monte Carlo
		Implicit Volatilitet
		Implicit Volatilitet

Analytical Finance I (2008)

		Binomialmodeller
		Binomialmodeller
		Binomialmodeller
		Monte Carlo för Asian Baskets
		Monte Carlo för Asian Baskets
		Monte Carlo för Asian Baskets
		Hedging med Optioner
		Hedging med optioner
		Lookback Optioner
		Lookback Optioner
		Monte Carlo med Matlab
		Monte Carlo med Stokastisk Volatilitet
		Monte Carlo med Stokastisk Volatilitet
		Monte Carlo för Europeiska Optioner
		Monte Carlo för Europeiska Optionen
		Europeisk Monte Carlo
		Europeisk Monte Carlo
		Europeisk Monte Carlo

Analytical Finance I (2009)

		Currans modell
		Hopscotch
		En Asian Basket Multi Digital option
		En Asian Basket Multi Digital option

Analytical Finance I (2010)

		Curran Model for Asian Options
		Barier Options
		Barier Options
		American Options
		American Options
		Black-Sholes PDE
		Black-Sholes PDE (matlab code)
		Curran's Model
		Curran's Model
		Digital Options
		Digital Options
		Exotic Options
		Exotic Options
		Dynamic Hedging
		Dynamic Hedging (matlab code)
		Monte-Carlo with Black-Scholes
		Options On Options
		Options On Options
		Pay Later Options
		Pay Later Options
		Volatility on the Swedish market
		Volatility on the Swedish market
		The problem with Volatility
		The problem with Volatility
		Roll-Geske-Whaley
		RGW (matlab code)

Analytical Finance I (2011)

		Asian Lookback Minimum
		Asian Lookback Minimum
		Asian Lookback Minimum (matlab code)
		Barrier Option Valuation with Binomial Model
		Barrier Option Valuation with Binomial Model
		Barrier Option Valuation with Binomial Model (matlab code)
		Bermudan Options with the Binomial Model
		Bermudan Options with the Binomial Model
		Bermudan Options with the Binomial Model (matlab code)
		Hedging with Black-Scholes
		Hedging with Black-Scholes
		Hedging with Black-Scholes
		Barrier Options
		Barrier Options
		Problem with Volatility
		Problem with Volatility
		Monte-Carlo simulation with Black-Scholes
		Monte-Carlo simulation with Black-Scholes
		Pay Later Options
		Pay Later Options

Analytical Finance I (2012)

		Valuation of Asian Options
		Valuation of Asian Options
		Valuation of Asian Options (matlab code)
		Asset-or-Nothing Digitals
		Asset-or-Nothing Digitals
		Asset-or-Nothing Digitals
		Bermudan Option Pricing
		Bermudan Option Pricing (matlab code)
		European and American Options
		European and American Options
		European and American Options
		Exotic Options
		Exotic Options
		Exotic Options
		Strategies with Options
		Strategies with Options
		Strategies with Options (matlab code)
		Strategies with Options Instructions
		Strategies with Options #2
		Strategies with Options #2
		Volatility Surface
		Volatility Surface
		Volatility Surface

Analytical Finance I (2013)

		Monte-Carlo application for Value-at-Risk on a portfolio of Options, Futures and Equities
		MC application for VaR on a portfolio
		MC VaR application
		MC VaR-2 application
		THE BLACK-SCHOLES MODEL When the underlying pays dividends
		Option Pricing With Dividends
		Barrier Option Pricing
		Barrier Option Pricing
		CCR vs. Black-Scholes with dividends
		CCR vs. Black-Scholes with dividends
		CCR vs. Black-Scholes with dividends
		Bose Vandermark (Lehman) Method
		Bose Vandermark (Lehman) Method
		Black-Scholes formula with dividends
		Black-Scholes formula with dividends
		MC VaR on Portfolios
		MC VaR on Portfolios
		MC VaR on Portfolios

Analytical Finance I (2014)

		Hur Black-Scholes konvergera till en hockeyklubba, i Python.
		Hur B-S konvergera till en hockeyklubba, Python kod.
		En Black-Scholes implementation i Python.
		Black Scholes Call Option i Python.
		Black Scholes Put Option i Python.
		En Binomialimplementation i Python.
		En Binomialimplementation i Python, koden.
		Monte-Carlosimulering i Python.
		Monte-Carlosimulering i Python presentation.
		Monte-Carlosimulering i Python, koden.
		Värdering av Barrieroptioner med Python.