Sökning: "OTC"

Visar resultat 21 - 25 av 47 uppsatser innehållade ordet OTC.

  1. 21. Forecasting Exchange Rate Volatility. Applying HAR models and Implied Volatility in SEK denominated markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Agermark; Visar Hoti; [2016-10-04]
    Nyckelord :forecasting; implied volatility; realized volatility; jump process; bipower variation; tripower variation; high-frequency data; FX;

    Sammanfattning : In this paper we study a set of models' forecasting accuracy of realized volatility in two SEK denominated exchange rates, EUR/SEK and USD/SEK, with the purpose to analyze if ex-post or ex-ante forecasting models produce the most accurate forecasts. High-frequency exchange rate data is employed in order to construct the ex-post Heterogeneous Autoregressive Model of Realized Volatility, HAR-RV, as well as a modi ed model using the bipower and tripower variation to separate the continuous sample path (C) and the jump component (J) of realized volatility, HAR-CJ. LÄS MER

  3. 22. Central Counterparties. A Numerical Implementation of the Default Waterfall

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Ejvegård; Christian Romaniello; [2016-09-21]
    Nyckelord :Risk Management; Central Counterparty; Risk; Stochastic Models; Monte Carlo Simulation; Mixed Binomial Models; Interest Rate Swap;

    Sammanfattning : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. LÄS MER

  4. 23. Ruled by Technology : What effect does eWOM have on purchase decisions when buying OTC pharmaceutical products?

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Irina Popkov; Ai Nono; [2016]
    Nyckelord :characteristics of eWOM; electronic word-of-mouth; eWOM; decision making; digital marketing; Facebook; non-prescription drugs; pharmaceutical industry; purchase intention; social media; social networking sites; SNS;

    Sammanfattning : Technology changes many things in society, including the way we communicate. Companies use social media to connect with consumers and consumers use it to e.g. follow companies or share experiences with corporations and products (eWOM). LÄS MER

  5. 24. Allmänhetens syn på felanvändning av receptfria jämfört med receptbelagda läkemedel

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för kemi och biomedicin (KOB)

    Författare :Manjinder Singh; [2016]
    Nyckelord :;

    Sammanfattning : Syftet med examensarbetet var att undersöka synen på felanvändning av receptfria läkemedel jämfört med receptbelagda hos vuxna som använder läkemedel i Sverige. Detta utfördes med hjälp av en fysisk enkätundersökning i Väla köpcentrum som ligger ungefär sju till åtta kilometer nordost om Helsingborg. LÄS MER

  7. 25. Managing clearinghouse risk for NDF cleared contracts : Validating the HS/VaR method for NDF FX CCP Clearing risk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Johan Olsson; [2015]
    Nyckelord :;

    Sammanfattning : In this thesis we describe and discuss the reality for a central clearing party clearinghouse. The importance of sound risk management is discussed. We specifically validate the usage of a Historical Simulation/VaR approach for managing the risk when acting as a CCP for the Non Delivery Forward FX instrument. LÄS MER