Sökning: "Price index"
Visar resultat 1 - 5 av 277 uppsatser innehållade orden Price index.
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 CarsMaster-uppsats, Göteborgs universitet/Graduate School
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. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset ReturnsD-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
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
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
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
- Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi; Högskolan i Jönköping/IHH, Nationalekonomi
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
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
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