Sökning: "diffusion index"

Visar resultat 11 - 15 av 20 uppsatser innehållade orden diffusion index.

1. 11. 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

3. 12. Enforcing sustainable sourcing: A framework based on best practices

   Master-uppsats, 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

4. 13. Measuring and Predicting Export Activity: An application on the Region of West Sweden

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Lovisa Elfman; Sofia Blidberg; [2013-07-05]
   Nyckelord :Export; cluster; expectations; composite index; diffusion index; OLS; binary choice model;

   Sammanfattning : In Sweden, export accounts for approximately 50 percent of the GDP and is a good indicator of the economic situation. This thesis develops an export index on quarterly basis to measure and predict the business cycle. The export index is built as a composite diffusion index. LÄS MER

5. 14. Measuring and Predicting Export Activity:An application on the Region of West Sweden

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Lovisa Elfman; Sofia Blidberg; [2013-07-01]
   Nyckelord :Export; cluster; expectations; composite index; difusion index; OLS; binary choice model;

   Sammanfattning : In Sweden, export accounts for approximately 50 percent of the GDP and is a good indicator of the economic situation. This thesis develops an export index on quarterly basis to measure and predict the business cycle. The export index is built as a composite diffusion index. LÄS MER

7. 15. Pricing a basket option when volatility is capped using affinejump-diffusion models

   Magister-uppsats, KTH/Matematisk statistik

   Författare :Daniel Krebs; [2013]
   Nyckelord :Exotic option; basket option; risk management; greeks; affine jumpdiffusions; the Black-Scholes model; the Heston model; Bates model with lognormal jumps; the Bates model with log-asymmetric double exponential jumps; the Stochastic-Volatility-Simultaneous-Jumps SVSJ -model; the Sepp-model;

   Sammanfattning : This thesis considers the price and characteristics of an exotic option called the Volatility-Cap-Target-Level(VCTL) option. The payoff function is a simple European option style but the underlying value is a dynamic portfolio which is comprised of two components: A risky asset and a non-risky asset. LÄS MER