Sökning: "Price index"

Visar resultat 1 - 5 av 277 uppsatser innehållade orden Price index.

  1. 1. The commercial effects of IMO’s regulation of the global sulphur cap in 2020 - A study on the procurement of deep-sea Ro-Ro at Volvo Cars

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Erik Jansson; Jesper Saarinen; [2019-07-09]
    Nyckelord :Deep-Sea Ro-Ro Shipping; VCC; Procurement; IMO’s Global Sulphur Content Limit; Sulphur Regulations; Marine Fuels; Bunker Adjustment Factor;

    Sammanfattning : The International Maritime Organization (IMO) has announced a new global sulphur content limit for fuels burnt on ships sailing in global waters. The implementation date for this regulation is on January the 1st, 2020 and entail a maximum sulphur content of 0.5%, in contrast to the current sulphur content limit in global waters of 3.5%. LÄS MER

  2. 2. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

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

    Författare :Rostislav Sibirtsev; [2019]
    Nyckelord :Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Sammanfattning : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. LÄS MER

  3. 3. ETFs and Volatility - An empirical study in the Swedish stock market

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

    Författare :Lukas Bantle; Nikolai Doepel; [2019]
    Nyckelord :ETF; volatility; arbitrage; noise; price discovery;

    Sammanfattning : ETFs have experienced tremendous growth and with it have gained increased relevance in the market over the last decade. Because of their special characteristics and close connection to their underlying securities, ETFs may propagate liquidity shocks through arbitrage channels into their underlying securities and thus increase the volatility of these securities. LÄS MER

  4. 4. Wealth Inequality : Analysis based on 21 EU countries

    Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi; Högskolan i Jönköping/IHH, Nationalekonomi

    Författare :Mengying Man; Meixuan Ren; [2019]
    Nyckelord :Wealth Inequality; Gini Index; Housing Price Index; Minimum Wage; Inflation Rate;

    Sammanfattning : The aim of this thesis is to examine how wealth inequality alters when macroeconomic factors such as housing price index, inflation rate, and minimum wage change. In the theoretical part, the potential connection between some macroeconomic factors and wealth inequality is described through the link of the Lorenz Curve and Pareto distribution. LÄS MER

  5. 5. Testing Extended Rules of Thumb for the Dynamics of Volatility Surfaces

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Joar Mellström; [2019]
    Nyckelord :Volatility Surface; Implied Volatility; Rules of Thumb; NoArbitrage Condition; Index Options; Business and Economics;

    Sammanfattning : It is a common practise to quote option prices using their BlackScholes implied volatility. A volatility surface describes an options implied volatility as a function of the strike price and time to maturity. It can be used as a tool for hedging but also valuation when prices are not directly observable. LÄS MER