Sökning: "diffusion index"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden diffusion index.

  1. 1. Option pricing models: A comparison between models with constant and stochastic volatilities as well as discontinuity jumps

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Carl Paulin; Maja Lindström; [2020]
    Nyckelord :Financial mathematics; option pricing; calibration; options; parameter calibration; Black Scholes Merton model; Heston model; Bates model; Merton jump diffusion model; Black Scholes;

    Sammanfattning : The purpose of this thesis is to compare option pricing models. We have investigated the constant volatility models Black-Scholes-Merton (BSM) and Merton’s Jump Diffusion (MJD) as well as the stochastic volatility models Heston and Bates. LÄS MER

  2. 2. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017

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

    Författare :Dennis Lindell Schettini; [2019]
    Nyckelord :GIS; homicide; deprivation; hot spot; generalized regression; Earth and Environmental Sciences;

    Sammanfattning : A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017 Homicide crimes are rare events depending on numerous factors and tend to be distributed differently based on geographic location. The use of spatial analysis is substantively important for detecting different predictors in varying geographic areas and for the diffusion process of homicide crimes. LÄS MER

  3. 3. Big Data Strategies - Worth the Hype?

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

    Författare :Ksenia Parviainen; [2018]
    Nyckelord :google; big data; stock market prediction; SVI;

    Sammanfattning : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. LÄS MER

  4. 4. Mind the Gap: A characterisation of UK corporate sustainability through reporting by FTSE 100 listed companies

    Master-uppsats, Lunds universitet/Internationella miljöinstitutet

    Författare :Joshua Newton; [2018]
    Nyckelord :Sustainability reporting; corporate governance; corporate social responsibility; UK; FTSE 100; scoring model; content analysis; Business and Economics;

    Sammanfattning : As a de facto leader in corporate governance and sustainability reporting (SR), this study provides a thorough and comprehensive characterisation of SR among the UK’s leading companies. A content analysis was undertaken of key corporate communications across a sample of 66 constituents listed on the London/ Financial Times Stock Exchange (FTSE) 100 index. LÄS MER

  5. 5. Enforcing sustainable sourcing: A framework based on best practices

    Master-uppsats, Högskolan i Jönköping/IHH, Marketing and Logistics; Högskolan i Jönköping/IHH, Marketing and Logistics

    Författare :Sergii Tkachenko; Kristina Rib; [2014]
    Nyckelord :Sustainable supply chain management; sustainable sourcing; green procurement; life cycle analysis; triple bottom line; best practice; environmental business practices;

    Sammanfattning : Problem– Companies are increasingly focusing on sustainability issues in response to internal and external pressure. Research on sustainable performance of focal companies is vast; however there is a lack of guidelines for managing sustainability in extended supply chains. LÄS MER