Sökning: "volatility"

Visar resultat 1 - 5 av 1036 uppsatser innehållade ordet volatility.

  1. 1. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Oscar Thelander; [2021-02-02]
    Nyckelord :;

    Sammanfattning : In this thesis I complement the results from Bates (1996) wherein a Stochastic VolatilityJump-Di usion model for pricing foreign currency options is introduced and evaluated againstUSD/DM foreign exchange options. I complement Bates results with two di erent calibrationmethodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using thesame dataset that was used in Bates (1996). LÄS MER

  2. 2. Security Transaction Taxes and Long-Term Volatility

    Master-uppsats, Stockholms universitet/Institutionen för ekonomisk historia och internationella relationer

    Författare :Guillem Ventura I Gabarró; [2021]
    Nyckelord :Securities tax; financial transaction tax; volatility; financial market; Tobin tax;

    Sammanfattning : The impact of Security Transaction Taxes (STTs) on the financial market has been studied by authors for decades, showing mixed results between positive, negative, or insignificant relations between STTs and financial volatility. This thesis adds a new approach to previous studies by taking an innovative long-term approach to the topic, analysing the effect of both the New York State STT (1905 – 1981) and the United States STT (1914 – 1966) on volatility in the New York Stock Exchange (NYSE) and NASDAQ as measured by the S&P500 Index. LÄS MER

  3. 3. Possibilities with Stirling Engine and High Temperature Thermal Energy Storage in Multi-Energy Carrier System : An analysis of key factors influencing techno-economic perspective of Stirling engine and high-temperature thermal energy storage

    Master-uppsats, Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Författare :Martin Myska; [2021]
    Nyckelord :Stirling engine; High-temperature thermal energy storage; Linear optimization; Photovoltaics; Time of Use; Renewable energy; Load shifting; Self-consumption; Power grid;

    Sammanfattning : Small and medium-scale companies are trying to minimise their carbon footprint and improve their cash flow, renewable installations are increasing all over the Europe and are expected to do so in following years. However, their dependency on the weather cause pressure on matching the production with demand. LÄS MER

  4. 4. Big Data and Machine Learning - Strategic Decisions In a VUCA World

    L3-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Valdemar Lennartsson; Jad Sadia; [2021]
    Nyckelord :Strategic decisions; VUCA; volatility; uncertainty; complexity; ambiguity; Machine Learning; Big Data.; Business and Economics;

    Sammanfattning : The world we live in today has become more complex, turbulent and unpredictable than ever before. One of the main reasons for this is the emergence of the digital transformation and everything that comes with it, from technological advancements in artificial intelligence and robotics to sharing platforms and the Internet of Things. LÄS MER

  5. 5. Strategies for mitigating foreign exchange risk

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Bergman; Markus Rosén; [2021]
    Nyckelord :FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

    Sammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER