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Modelling prices of in-play football betting

Höög, Erik (2014) In Master's Theses in Mathematical Sciences FMS820 20141
Mathematical Statistics
Abstract (Swedish)
Odds in sports betting can be seen as a price on a nancial contract.
This Master thesis is a study of live odds in football matches. Movements
and transactions in live odds from 1114 matches are investigated using
a high frequency data set. The prices are then modeled using a Poisson
distribution, and used to create a trading strategy.
Please use this url to cite or link to this publication:
author
Höög, Erik
supervisor
organization
course
FMS820 20141
year
type
H2 - Master's Degree (Two Years)
subject
publication/series
Master's Theses in Mathematical Sciences
report number
LUTFMS-3236-2014
ISSN
1404-6342
other publication id
2014:E3
language
English
id
4253194
date added to LUP
2014-01-23 09:55:18
date last changed
2024-10-14 12:41:34
@misc{4253194,
  abstract     = {{Odds in sports betting can be seen as a price on a nancial contract.
This Master thesis is a study of live odds in football matches. Movements
and transactions in live odds from 1114 matches are investigated using
a high frequency data set. The prices are then modeled using a Poisson
distribution, and used to create a trading strategy.}},
  author       = {{Höög, Erik}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's Theses in Mathematical Sciences}},
  title        = {{Modelling prices of in-play football betting}},
  year         = {{2014}},
}