Sökning: "diffusion index"
Visar resultat 1 - 5 av 13 uppsatser innehållade orden diffusion index.
1. Option pricing models: A comparison between models with constant and stochastic volatilities as well as discontinuity jumpsKandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik
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. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap
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
- C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
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. Mind the Gap: A characterisation of UK corporate sustainability through reporting by FTSE 100 listed companiesMaster-uppsats, Lunds universitet/Internationella miljöinstitutet
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
- Master-uppsats, Högskolan i Jönköping/IHH, Marketing and Logistics; Högskolan i Jönköping/IHH, Marketing and Logistics
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