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Visar resultat 1 - 5 av 9 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Knowledge Retention in Practice : How organizations avoid knowledge loss through proactive and reactive knowledge retention processes

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Alma Ahlrik; Hertha Kamras; [2023]
    Nyckelord :Knowledge management; knowledge retention; knowledge loss; tacit knowledge; explicit knowledge; organizational memory; knowledge spiral model; knowledge retention framework;

    Sammanfattning : This thesis's purpose was to gain a deeper understanding of how organizations create knowledge retention (KR), both proactively (day-to-day basis) and reactively (when an employee decides to resign), to avoid knowledge loss. A qualitative multiple case study was conducted through semi-structured interviews, with eight respondents from eight different organizations. LÄS MER

  3. 2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Eduardo Alberto Alcantara Martinez; [2023]
    Nyckelord :Parameter Stability; Lévy Processes; Calibration; Volatility Surface; Subordination; Additive Normal Tempered Stable Processes; Stable Distribution; Variance Gamma Process; Normal Inverse Gaussian Process.;

    Sammanfattning : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. LÄS MER

  4. 3. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing

    Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Författare :Fredrik Gerdin Börjesson; [2021]
    Nyckelord :Weather derivatives; temperature modeling; Markov switching models; Lévy processes; expectation-maximization algorithm; generalized hyperbolic distributions; Monte Carlo simulation;

    Sammanfattning : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. LÄS MER

  5. 4. Option Pricing on Levy Based Markets

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Rafael Velasquez; [2020]
    Nyckelord :;

    Sammanfattning :   The development of novel methods for accurate financial market modelling has always been a significant area in financial mathematics. Therefore, this master thesis examines the applicability of three Levy processes, known as CGMY, NIG and Meixner for pricing European call and put options. LÄS MER

  7. 5. Pricing American Options using Lévy Processes and Monte Carlo Simulations

    Master-uppsats, Uppsala universitet/Analys och sannolikhetsteori

    Författare :Jonas Bergström; [2015]
    Nyckelord :;

    Sammanfattning : .... LÄS MER