Sökning: "volatility"

Visar resultat 1 - 5 av 764 uppsatser innehållade ordet volatility.

1. 1. Leadership during change : A study of leadership within the rapidly changing transaction banking environment

   Kandidat-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

   Författare :Sarah Fallström; [2018]
   Nyckelord :Leadership; Strategic Renewal; Transformational Leadership; VUCA; Change;

   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

3. 2. Implied Volatility Surface Construction

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

   Författare :Erik Magnusson; [2018]
   Nyckelord :;

   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

4. 3. Forecasting High Yield Corporate Bond Industry Excess Return

   Master-uppsats, KTH/Matematisk statistik

   Författare :Carlos Junior Lopez Vydrin; [2018]
   Nyckelord :;

   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

5. 4. An Application of the Continuous Wavelet Transform to Financial Time Series

   Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

   Författare :Klas Eliasson; [2018]
   Nyckelord :Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

   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

7. 5. 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