Sökning: "Local Volatility"

Visar resultat 16 - 20 av 43 uppsatser innehållade orden Local Volatility.

  1. 16. Host Communities and the Refugee Crisis A Case Study of Kos Island, Greece

    Magister-uppsats, Malmö högskola/Fakulteten för kultur och samhälle (KS)

    Författare :Eleni Maria Rozali; [2016]
    Nyckelord :refugee; migrant; guest; hospitality; tourism; host community; media; representation; Greece; development; communication;

    Sammanfattning : During an extraordinary political current event, how does a host community’s reputation change, and how does the media attempt to influence public opinion towards, or away from, such a destination? What is the host community’s perception of and response to these representations? This topical study explores the effects of the media on a refugee host community, through the conceptualization of the host and the discourse of hospitality. Significant to this study is the framing of tourism as a cultural exchange and expression, how hosts and guests view the realm of “place” and boundaries, and the volatility of the tourism industry with regards to communication mediums, socioeconomic and current events. LÄS MER

  3. 17. Volatility and Contagion Effect from US and GIIPS to the Largest European Economies

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nerea Landa Vallejo; [2016]
    Nyckelord :contagion; GIIPS; subprime; eurozone; spillover; Business and Economics;

    Sammanfattning : This research paper explores the nature of the mean and volatility spillovers from the US and aggregate GIIPS to the largest GDP countries for the EMU and non-EMU countries. I develop a three step univariate volatility spillover model followed by Christiansen (2007) and Ng (2000) to analyze the relevance of local (own country), regional (aggregate GIIPS) and global (US) shocks. LÄS MER

  4. 18. Energilagring för distribuerad produktion av solcellsel : Energilagringstekniker som kan öka nätets acceptansnivå för distribuerad produktion

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Fasta tillståndets elektronik

    Författare :Svante Monie; [2016]
    Nyckelord :Energilagring; solceller; acceptansnivå; bränslecell; vätgas; metanol;

    Sammanfattning : In a future situation with a large implementation of photo voltaic (PV) in the local distribution grid one expects voltage and current related problems to occur due to the large portion of excess electricity from the PV fed into the grid. In this study it was concluded, based on experiences from Germany and Italy, that energy storages are assumed to be beneficial in order to address these problems. LÄS MER

  5. 19. Optimering av en säkrad framtida kylförsörjning för Södersjukhuset

    Kandidat-uppsats, KTH/Energiteknik

    Författare :Ida Carlsson; Maria Pirttiniemi; [2015]
    Nyckelord :;

    Sammanfattning : Den om- och tillbyggnation som Södersjukhuset står inför är en del av satsningen i Framtidsplanen för hälso- och sjukvården i Stockholms län i syftet att möta det ökade behovet av sjukvård. Ombyggnationen innebär att sjukhusets framtida kylbehov kommer att öka kraftigt och en ny lösning för en säkrad kylförsörjning ska därmed implementeras. LÄS MER

  7. 20. Thesis - Optimizing Smooth Local Volatility Surfaces with Power Utility Functions

    Master-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Tekniska fakulteten

    Författare :Gustav Sällberg; Pontus Söderbäck; [2015]
    Nyckelord :local volatility surface; LVS; optimization; roughness; smooth; risk neutral pricing; optimal growth; pricing error; automatic differentiation; algorithmic differentiation;

    Sammanfattning : The master thesis is focused on how a local volatility surfaces can be extracted by optimization with respectto smoothness and price error. The pricing is based on utility based pricing, and developed to be set in arisk neutral pricing setting. LÄS MER