Visar resultat 1 - 5 av 764 uppsatser innehållade ordet volatility.
1. Leadership during change : A study of leadership within the rapidly changing transaction banking environmentKandidat-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi
Sammanfattning : Transaction banking is changing in a fast pace due to digitalization, changes in regulation, new competition in the market etc. This acronym VUCA describes this environment; Volatility, Uncertainty, Complexity and Ambiguity. Due to changes in technology, politics and economics strategic renewal is critical to ensure long term survival. LÄS MER
- Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik
Sammanfattning : Implied volatility surfaces are central tools used for pricing options. This thesis treats the topic of their construction. The main purpose is to uncover the most appropriate methodology for constructing implied volatility surfaces from discrete data and evaluate how well it performs. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER
- Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik
Sammanfattning : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. LÄS MER
5. Monte Carlo Simulations of Portfolios Allocated with Structured Products : A method to see the effect on risk and return for long time horizonsUppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik
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
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