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Modelling prices of in-play football betting

Höög, Erik (2014) 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
language
English
id
4253194
date added to LUP
2014-01-23 09:55:18
date last changed
2014-01-23 09:55:18
@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},
  language     = {eng},
  note         = {Student Paper},
  title        = {Modelling prices of in-play football betting},
  year         = {2014},
}