Sökning: "Value at Risk"

Visar resultat 1 - 5 av 648 uppsatser innehållade orden Value at Risk.

  1. 1. Monte Carlo Simulations of Portfolios Allocated with Structured Products : A method to see the effect on risk and return for long time horizons

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Malin Fredriksson; [2018]
    Nyckelord :Monte Carlo; Finance; Value-at-Risk; Expected Shortfall; Portfolio; Non-linear instruments; Structured Products;

    Sammanfattning : Structured products are complex non-linear financial instruments that make it difficult to calculate their future risk and return. Two categories of structured products are Capital Protected and Participation notes, which are built by bonds and options. LÄS MER

  2. 2. Developing Data Extraction and Dynamic Data Visualization (Styling) Modules for Web GIS Risk Assessment System (WGRAS)

    Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Daniel Assefa; [2018]
    Nyckelord :Geographical Information Systems; GIS; Disaster Risk Management; web GIS; Volunteered Geographic Information VGI ; Map Visualization and styling; Geo-spatial data extraction; OpenStreetMap OSM ; Earth and Environmental Sciences;

    Sammanfattning : Interactive web-GIS tools play an important role in determining disaster risk assessment which ultimately result in reduction of unexpected damages, cost and saves millions of lives. Disaster management practitioners largely benefited information at their disposal about location where possible incidents are eminent, anticipate the impact and project possible outcomes to help mitigate and organize proper response. LÄS MER

  3. 3. Skyfall som orsak till extrem jorderosion

    Kandidat-uppsats, Uppsala universitet/Institutionen för geovetenskaper

    Författare :Jonas Bredelius; [2018]
    Nyckelord :;

    Sammanfattning : Heavy rain may cause significant erosion and damage to natural and anthropogenic landforms. The purpose of this paper is to describe the most extensive events of soil erosion from heavy rain that are recorded in Sweden and how the prerequisites of this weather phenomena is affected by different future climate scenarios. LÄS MER

  4. 4. The Space Industry of Tomorrow How a supplier in the space industry should meet the requirements of the New Space market

    H-uppsats, Chalmers tekniska högskola/Institutionen för teknikens ekonomi och organisation

    Författare :Emma Olofsson; Fredrik Orstadius; [2018]
    Nyckelord :New Space; Old Space; space industry; management; customer focus; cooperation; cultures; attitudes; performance objectives; costs; volumes; lead times; quality;

    Sammanfattning : New Space can best be explained as a new market within the space industry, fuelled by a recent demand for internet accessibility across the globe. The entrepreneurs driving the development within the market clearly differ from the actors in the conventional space industry known as Old Space. LÄS MER

  5. 5. American Option Price Approximation for Real-Time Clearing

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Andreas Blanck; [2018]
    Nyckelord :Finance; Options; Risk; VaR; Price approximation;

    Sammanfattning : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. LÄS MER


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