Anders Bjerre Trolle

Søgeresultater

• Bitcoin Under Jump-diffusion: An Investigation of Bitcoin Price Dynamics and European Options on Bitcoin

  Tekciftci, D. C.

  Cand.merc.mat Erhvervsøkonomi og Matematik, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• Credit Spreads and High-yield Curves: Predicting Credit Spreads and High-yield Curves in the Nordic High-yield Corporate Bond Market

  Shemmari, A.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• Estimating Variance Risk Premiums in Interest Rate Markets

  Sejthen, A.

  Cand.merc.mat Erhvervsøkonomi og Matematik, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• Exploiting the Low-risk Anomaly in Six European Equity Markets: Testing Leverage Constraints Versus Behavioral Theories as Drivers of the Low-risk Effect

  Ervik, K. & Lauritsen, V.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• Kvalitetsbaseret investering på det danske marked

  Caspersen, R. H., Christensen, J. E. & Hyldgaard, P. B.

  Cand.merc.mat Erhvervsøkonomi og Matematik, (Kandidatuddannelse) Afsluttende afhandling, 2021

  Studenteropgave: Kandidatafhandlinger

  Fil

• Market Integration between CDS and Equity Markets: An Empirical Study on Pricing Discrepancies and Market Efficiency

  Lauritsen, F. V. & Winter, V.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2022

  Studenteropgave: Kandidatafhandlinger

  Fil

• Pricing Bermudan Swaptions in a Stochastic Volatility Model

  Keinicke, M. N.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2024

  Studenteropgave: Kandidatafhandlinger

  Fil

• Pricing Swaptions with a Stochastic Volatility Model

  Henriksen, M. T.

  Cand.merc.mat Erhvervsøkonomi og Matematik, (Kandidatuddannelse) Afsluttende afhandling, 2022

  Studenteropgave: Kandidatafhandlinger

  Fil

• Quality Investing: Evidence from the German Stock Market

  Hupp, Y. A. B. & Gleich, J. C.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2022

  Studenteropgave: Kandidatafhandlinger

  Fil

• Quality Investing in the German Market

  Petters, O. & Büttner, P.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2022

  Studenteropgave: Kandidatafhandlinger

  Fil

• Quantification of the Impact of Default Risk on Credit Spreads: An Approach using Structural Models of Non-normal Returns

  Ekman, F. & Gerling, M.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2021

  Studenteropgave: Kandidatafhandlinger

  Fil

• The Empirical Relationship between CDS Prices and Bond Yields in the Period of 2011-2020

  Dramis, P.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2024

  Studenteropgave: Kandidatafhandlinger

  Fil

• The Low-Risk Anomaly in the Nordic Equity Markets: High Risk, High Rewards...?

  Györkös, F. K. & Hansen, S. O.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2022

  Studenteropgave: Kandidatafhandlinger

  Fil

• The Price of Clean Energy Variance Risk: A Comparative Study of Variance Risk Premia on Clean Energy Markets Relative to Their Non-renewable Counterparts

  Tumat, G. H.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2024

  Studenteropgave: Kandidatafhandlinger

  Fil

• The SABR Model: Modelling the Volatility Smile

  Lund, A. A.

  Cand.merc.fin Finance and Investments, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• The Variance Risk Premium: Estimating the Risk Premium of Variance from Synthesized Variance Swap Rates

  Grønland, F. H.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2023

  Studenteropgave: Kandidatafhandlinger

  Fil

• Tidsafhængig Spring Intensitet med Lévy Processer

  Olesen, M. F.

  Cand.merc.mat Erhvervsøkonomi og Matematik, (Kandidatuddannelse) Afsluttende afhandling, 2021

  Studenteropgave: Kandidatafhandlinger

  Fil

• Zero-Day-to-Expiry Options Trading and Variance Risk Premium: A Comprehensive Study Dissecting the Interplay between Ultra Short-term Expiration Option Trading and Underlying Variance Risk Premium

  Khalil, O.

  Cand.merc.oecon Advanced Economics and Finance, (Kandidatuddannelse) Afsluttende afhandling, 2024

  Studenteropgave: Kandidatafhandlinger

  Fil