Sökning: "Local Volatility"

Visar resultat 6 - 10 av 43 uppsatser innehållade orden Local Volatility.

1. 6. When to expect decreasing implied volatilities

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Matematiska institutionen

   Författare :Tobias Nordahl; [2020]
   Nyckelord :finansiell matematik; volatilitet; implicit volatilitet; lokal volatilitet;

   Sammanfattning : In this report the goal is to investigate general properties of implied volatility such as the relationship between implied volatility and local volatility as well as the relationship between implied volatility and the sign of the jumps in jump-diffusion models. More specific the question to investigate is whether the implied volatility is decreasing as the strike price increases under the assumption that the market is pricing under a monotonically decreasing local volatility model. LÄS MER

3. 7. To what extent do informal institutions influence the business strategy of developed multinational enterprises in China?

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Hugh-John Henry Allen; Alexandros Kapodistrias; [2020]
   Nyckelord :Informal Institution; International Business Strategy; Developed Multinational Enterprise DMNE ; Emerging Multinational Enterprise EMNE ; Foreign Direct Investment FDI ; China; Business and Economics;

   Sammanfattning : This paper aims to answer the following research question: “To what degree do informal institutions influence the business strategy of developed multinational enterprises in China?” By using the comparison of existing literature and two primary interviews from strategic professionals, we were able to discover the most important factors for DMNEs to consider when entering China. The Uppsala Model turned out to be very relevant to the Chinese system, because of the significance of trust as a market power. LÄS MER

4. 8. Sea Level Rise Vulnerability Assessment for Abu Dhabi, United Arab Emirates

   Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Marwa al Kabban; [2019]
   Nyckelord :Physical Geography and Ecosystem analysis; GIS; Sea Level Rise; Vulnerability Assessment; Modelling Sea Level Rise; Impacts Assessment of Sea Level Rise; GIS application in Sea Level Rise; Disaster Risk Reduction DRR ; Government Information Sharing GIS ; ArcGIS Web App Builder Dashboard; Sea Level Rise Story Map; Earth and Environmental Sciences; Technology and Engineering;

   Sammanfattning : The phenomenon of global warming has become a fact, however; the uncertainty is about the magnitude and acceleration of its manifestations. Global mean sea level rise is one of the results induced by global warming and is happening with an undetectable accelerated pace. LÄS MER

5. 9. The Swap Market Model with Local Stochastic Volatility

   Master-uppsats, KTH/Matematisk statistik

   Författare :Mohammed Benmakhlouf Andaloussi; [2019]
   Nyckelord :;

   Sammanfattning : Modeling volatility is an intricate part of all financial models and the pricing of derivative contracts. And while local volatility has gained popularity in equity and FX models, it remained neglected in interest rates models. LÄS MER

7. 10. Household Hedging Motives and Financial Risk Taking: Evidence from Europe

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Azar Aliyev; [2019]
   Nyckelord :Household Finance; Risk-Taking; Hedging Motives; Human Capital; Real Estate;

   Sammanfattning : Financial economists have suggested how hedging motives related to human capital and real estate should affect financial risk-taking of a utility maximizing household. Using rich cross-sectional data from the second wave of the Eurosystem Household Finance and Consumption Survey, I analyze how such motives relate to the propensity to participate in the markets for risky assets and the risky share - portion of financial portfolio allocated to the risky assets. LÄS MER