Sökning: "Finansiell Matematik"

Visar resultat 1 - 5 av 53 uppsatser innehållade orden Finansiell Matematik.

1. 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 specialpedagogik

   Författare :Katarina Cronholm; Christina Myresten; [2023-02-22]
   Nyckelord :matematikångest; tidiga tecken på matematikångest; lärare F-6; matematiklärare;

   Sammanfattning : 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

3. 2. Portfolio Strategies Under Different Inflationary Regimes

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Mohit Parkash; Diana Halladgi Naghadeh; [2023]
   Nyckelord :Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

   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

4. 3. Sustainability Filtration and Optimization: A Stepwise Integration Approach

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Soroosh Jalaei; [2023]
   Nyckelord :Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

   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

5. 4. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Idun Cederberg; Ida Cui; [2023]
   Nyckelord :Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

   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

7. 5. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Magnus Borg; Lucas Ternqvist; [2023]
   Nyckelord :ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

   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