Sökning: "Volatilitet"

Visar resultat 16 - 20 av 326 uppsatser innehållade ordet Volatilitet.

1. 16. Effect of interest rates volatility on non-performing loan level in commercial banking sector in Rwanda : Effect of interest rates volatility on non-performing loan in Rwanda

   Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Nsengiyumva Samson; [2023]
   Nyckelord :;

   Sammanfattning : The financial sector in Rwanda is composed of two major categories of financial institutions. The first category consists of banking institutions that include commercial and investment banks, microfinance banks, microfinance institutions and SACCOS. LÄS MER

3. 17. Effekterna Av Räntehöjningar På Svenska Aktier Och Banksektorns Reaktioner : En kvantitativ eventstudie hur räntehöjningar påverkar företag på Large-Cap-listan

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Elin Beronius; Elsa Burvall; [2023]
   Nyckelord :Abnormal returns; Average abnormal returns; Banking sector; Central bank announcements; Cumulative average abnormal returns; Event study; Inflation; Interest rate; Stock market.; Abnormal avkastning; Aktiemarknaden; Banksektorn; Eventstudie; Genomsnittlig abnormal avkastning; Inflation; Kumulativ genomsnittlig abnormal avkastning; Räntebesked; Styrränta.;

   Sammanfattning : Bakgrund: Med ökade styrräntor och stigande inflation har det blivit viktigt att förstå hur dessa förändringar påverkar ekonomin, företag och aktiemarknaden. Forskning visar att räntebesked kan påverka både aktiemarknaden och banksektorn med effekter på avkastning och volatilitet. LÄS MER

4. 18. The Predictive Power of Implied Volatility in Option Pricing

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Lovisa Berglund; [2023]
   Nyckelord :Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

   Sammanfattning : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. LÄS MER

5. 19. Charging Towards Savings : How Utility Tariffs and Consumtion Profiles Impact the Profitability of BTM Battery Storage Systems

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Daniel Aston; Gustav Lindström; [2023]
   Nyckelord :Battery Energy Storage System BESS ; Behind The Meter BTM ; Demand Side Management; Energy Arbitrage; Peak Shaving; Load Profile; Utility Tariff; Batterilagring; Bakom Mätaren; Efterfrågestyrning; Energiarbitrage; Peak Shaving; Konsumtionsprofil; Tariff;

   Sammanfattning : Battery Storage Systems (BESS) installed Behind the Meter (BTM) can provide demand management services, reducing electricity costs and enhancing overall electricity system stability. BTM BESS can also imporve self-consumption obtained with distributed generation assets like solar photovoltaics. LÄS MER

7. 20. The Science Based Targets initiative: Its impact on the financial results and the determinants to joing

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Beatriz Pineda Pérez; [2023]
   Nyckelord :Science Based Targets initiative; Financial impact; Difference-in-Differences; Greenhouse Gas Emissions; Science Based Targets initiativ; Ekonomisk påverkan; Difference-in-Differences; Greenhouse Gas Emissions.;

   Sammanfattning : We are currently experiencing a climate crisis. The planet’s temperature is rising considerably due to the emission of greenhouse gases generated by human activities. This situation poses a challenge for everyone, including companies. Private sector actors are taking actions to mitigate the consequences of climate change, such as global warming. LÄS MER