Sökning: "Finansiell Matematik"
Visar resultat 1 - 5 av 53 uppsatser innehållade orden Finansiell Matematik.
1. Lärarens uppfattningar och kunskaper om matematikångest.En surveyundersökning om hur stor andel av F-6 lärarna, som ser de tidiga tecknen vilka kan leda till matematikångest hos eleverna.
Magister-uppsats, Göteborgs universitet/Institutionen för pedagogik och specialpedagogikSammanfattning : Matematikångest är en negativ känsla som uppstår i olika matematiska situationer vilket påverkar individen på olika sätt. Känslor i form av oro, rädsla, spänningar och ångest påverkar individens förmåga att hantera siffror och lösa matematiska problem negativt både i det vardagliga livet och i skolan. LÄS MER
2. Portfolio Strategies Under Different Inflationary Regimes
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. LÄS MER
3. Sustainability Filtration and Optimization: A Stepwise Integration Approach
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER
4. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. LÄS MER
5. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. LÄS MER