Sökning: "Volatility components"
Visar resultat 1 - 5 av 34 uppsatser innehållade orden Volatility components.
1. High-performance Monte Carlo Computations for Adhesive Bands Formation
Master-uppsats, Karlstads universitetSammanfattning : We propose a lattice model for three stochastically interacting components that mimicsthe formation of the internal structure of adhesive bands via evaporating one component(the solvent) by thermal gradient. We use high-performance computing resources toinvestigate the formation of rubber-acrylate morphologies. LÄS MER
2. A survival analysis on endurance tests of chainsaws and power cutter components at Husqvarna Group AB
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Due to the steadily growing world chainsaw market and the market’s relative competitiveness, high performing chainsaws are important for Husqvarna Group AB to remain competitive. In the development phase a large number of endurance tests are run to evaluate the product’s performance. LÄS MER
3. Market Microstructure Invariance, Bid-Ask Spreads and Impact Costs in the Swedish Stock Market : A Transaction Cost Analysis for Intraday Trading in Swedish Stocks
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : By studying high-frequency trading data for the Swedish stock market, as proxied by the OMXS30 index, we find that there exists an invariant relationship between transaction cost components and illiquidity. Specifically, we apply the notions of market microstructure and intraday trading invariance to confirm the existence of a proportional relationship between the relative bid-ask spread and an illiquidity measure comprised of observable financial market variables, such as trade volume, price and volatility. LÄS MER
4. Varierande kontorsyielder i Sveriges största CBD’s : En jämförelse mellan Stockholm, Göteborg och Malmö
Kandidat-uppsats, KTH/Fastigheter och byggandeSammanfattning : Syftet med denna kandidatuppsats är att undersöka differensen i direktavkastning mellan Sveriges tre största CBDs (Central Business Districts): Stockholm, Göteborg och Malmö. Som utgångspunkt studeras kontorsmarknaden, och relationen mellan yielden och ortens storlek. LÄS MER
5. Hints of Sustainable Development in the Philippines: Genuine Savings 1902-2018
Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionenSammanfattning : The Philippines is one of the most affected countries by climate change. Income levels do not say much about its national wealth as it leaves out depreciation and excludes other necessary types of capital but are still mainly used to report a country’s economic standing regardless of its sustainability. LÄS MER