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833 Uppsatser om Benchmark index - Sida 3 av 56

Pricing Credit Default Index Swaptions A numerical evaluation of pricing models

This study examines the background and nature of the credit default index swaption (CDIS) and presentsrelevant methods for modelling credit risk. A CDIS is a credit derivative contract that gives the buyerright to enter into a credit default index swap (CDS index) contract at a given point in time. ACDS index, in turn, is a multi-name credit default swap (CDS). Within the eld of research, thisthesis identi es the CDIS pricing models presented by Jackson (2005), Rutkowski & Armstrong (2009)and Morini & Brigo (2011) as the most recognized and developed. These models are evaluated byreconstruction in a numerical software environment.

Översättning av Nöjd Kund Index : Verksamhetsutveckling med kundfokus på JM AB

Titel: Översättning av Nöjd Kund Index - Verksamhetsutveckling med kundfokus på JM ABFörfattare: Grundström, Johan; Åberg, FilipHandledare: Blomgren, MariaKurs: Kandidatuppsats, 15hp, Företagsekonomiska institutionen, VT 2010Bakgrund: I samhället cirkulerar mängder av managementidéer. För att en organisation ska kunna använda en idé så måste den översätta idén till organisationens förutsättningar. Kundfokus har kommit att spela en allt viktigare roll för företagens lönsamhet vilket har lett till ett ökat kundfokus de senaste decennierna. JM AB, ett företag verksamma inom bostadsutveckling, införde år 2002 Nöjd Kund Index för att kunna mäta deras kunders nöjdhet. Hur har idén om Nöjd Kund Index översatts på företaget?Syfte: Syftet med denna kandidatuppsats är att genom en studie av JM AB beskriva hur Nöjd Kund Index översätts och hur konceptets funktioner utvecklas.Metod: En kvalitativ metod valdes, där såväl intervjuer genomförts och dokument från JM använts.Resultat: Studien visar att översättningsprocessen är en process vilken tar form och ändrar karaktär beroende på faktorer både inom och utanför företaget.

Hur fungerar indexering av skönlitteratur? En konsistensundersökning

The aim of this master thesis is to find out how indexing of fiction works. I look at the consistency when users? choices of index words are compared with each other and I also compare users? choices to the current indexing made by libraries. I examine the subject heading list, Att indexera skönlitteratur, to find out how well it works in this particular context. The investigation included seven users who, in three steps, are creating a subject heading index of the Swedish novel Klippdockan by Cecilia Dahlheim.

Bedömning av fallrisk hos patienter som vårdas inneliggande på sjukhus och inom kommunal vård : Med hjälp av Downton Fall Risk Index

Background: Fall injuries are a costly problem for society, with costs ranging up to 14 billion a year. In addition to economic loss accidental falls also creates human value losses and reduced quality of life for its victims. In order to prevent the occurrence of injury related to accidental falls healthcare providers utilize various scientifically developed risk assessment tools, one of them being Downton Fall Risk Index. Method: Empirical, quantitative cross-sectional study. Objective: The purpose of the extended essay was to describe the categories in Downton Fall Risk Index that have a bearing on patients' risk of falling while in hospital and in municipal care, and to illustrate how nurses can use the fall risk assessment tool.

JCJ-Metoden : En differentiering av Scanias WACC

Scania?s discount rate - the return requirement of investments - refers to Scania?s WACC or weighted average cost of capital. The capital markets return requirement on equity and the credit market interest cost of borrowing is weighted to become the single discount rate, the WACC. The purpose of this study is to investigate which asset pricing model of APT and CAPM Scania should use in their WACC calculations. The company now uses a group WACC of 11 percent which is used in all company levels.

The Psychology Driving&Barriers to Skunk Work Project

The Psychology Driving and Barriers to Skunk Work Projects (referred to throughout this thesis as the paper) represents a study predominantly on Tetra Pak from a selective perspective, the innovators. Innovators both past&present whose initiatives contribute to the well being of Tetra Pak as well as one from Ericsson were consulted. As with individuals, organizations possess definable characters that are influenced by the various stages of their life cycle. Theories of corporate life cycle phases and organizational character analysis were therefore employed to identify and explain organizational barriers to skunk work leaders&managers. Predicated on the Organizational Character Index survey developed by William Bridges PhD (himself a recognized leader in the field of transition management) and administered to sixty-one managers within a Tetra Pak business unit established the benchmark.

A comparison of methods to assess site index in young Norway spruce stands

This study investigates whether the site index curve method (SICM) and the growth intercept method (GIM) can be used for site index predictions in younger Norway spruce (Picea abies (L.) Karst.) stands than recommended by current guidelines. For SICM it was thus investigated whether the method could be used for stands younger than ten years, and for GIM it was tested whether a starting point for the intercept measurements could be used below the recommended 2.5 meter. This was tested based on measurements taken from experimental stands in Tönnersjöheden Research Forest. For GIM it was found that the method can only be used when the TH-trees of a stand have five complete intercepts above 2.5 meters. For the method to be applicable beyond this, it will be necessary to adapt the underlying equations, perhaps following the Canadian example where a 1.3 meter intercept start is used. In conclusion it is not currently possible to apply the approach beyond the current recommendations. For SICM, SI predictions are accurate for the study area already form year three.

Aktivt förvaltade fonder : Är Sverigefonder skuggfonder?

Idag berör fondsparandet alla svenskar. Exklusive ppm äger sju av tio svenskar andelar i någon fond och under fjärde kvartalet 2009 uppgick det totala fondsparandet till 1393 miljarder kronor. En majoritet av detta kapital är investerade i aktivt förvaltade fonder. Målet för aktivt förvaltade fonder är att slå index och genom detta ge en bättre avkastning än passivt förvaltade indexfonder.Media har under senaste tiden börjat ifrågasätta om de aktivt förvaltade fonderna kan slå index. Men redan tidigare, faktiskt så tidigt som 1960 talet har forskarvärlden påstått att det inte går att slå index under en längre period genom aktiv förvaltning.

Socialt kapital på två sidor Öresund - en studie utifrån konstruktionen av ett Socialt Kapital Index

The main objective of this paper has been to construct a way to measure the level of social capital in a society. Based on a theory which describes the ideal society have I herein tried to find out to what extent the Swedish and Danish communities correspond to this model. The theoretical foundation consist of several different levels of analysis, and I have indeed found there to be consideral differences between the two nations on these different levels. The paper however conclude that these differences even out to add up to a Social Capital Index that is remarkably similar. A result which is to be interpreted as one nation being about as close to the ideal situation from a social capital point-of-view as the other..

Hedge Fund Style Analysis, Is an Index-Based Approach Viable?

This thesis aims to open the Pandora?s Box of hedge fund styles through an index-based style analysis. This information asymmetry is due to both less strict disclosure requirements and inherent nature of hedge funds. We employ a multiple unconditional linear regression model wherein 23 Swedish hedge funds are regressed on 10 style indices. In addition to the increased interest in hedge funds and their performance drivers, our unique approach with regressing return on return motivates this study.

En undersökning av Bergvik skogs och Skogsstyrelsens gallringsmallar mot en gallringsoptimering på simulerade typbestånd

The purpose of this study was to analyze the two thinning models: Bergvik Skog´s thinning model, which is based on total stems and dominant height, And Swedish forest agency´s thinning model which is based on basal area, habitat index, dominant height and recommended number of stems at final felling in Heureka´s StandWise and PlanWise. The data we chosen for our study were taken from the Swedish National Forest Inventory and we were creating a simulated stand based on a great number of sample plots in Region three from The Swedish National Forest Inventory. We had chosen to create one stand with low habitat index (T20) and one with high habitat index (T24). Our purpose were to come as close as possible to a natural stand in central Sweden. We performed the thinning in StandWise and analyzed the data I Excel files. Our thinning optimizing´s were performed and analyzed in PlanWise. There wasn´t any big differences between the thinning on the lower habitat index.

Kan markfuktighetskartor användas för att hitta skogsmark med hög bonitet? : ett gis-baserat försök med dtw-index och laserskannad övre höjd

The depth-to-water-index (DTW-index) is derived from digital elevation models (DEM) to map soil wetness, in terms of distance from soil surface to the ground water table. The aim of this GIS based study was to investigate the existence of a relationship between DTW-index and forest site productivity (SP). The belief of such an assumed relationship was based on knowledge that the ground water level is related to site properties that can either promote or impede tree growth. Data primarily comprised rasters of the Krycklan catchment in northern Sweden and depicted DTW-index and a laser scanned vegetation height. The 100th height percentile of each pixel in the vegetation raster was assumed to mirror the top-height, letting it act as a relative measure of SP within a delineated area of equal stand age.

En studie om styrkor och svagheter hos sudokulösande algoritmer

Sudoku is a popular game of logic in the form of a puzzle. Sudoku puzzles are printed daily in Swedish newspapers. The challenge of solving these puzzles have inspired many programmers to develop Sudokusolving algorithms. These algorithms use different approaches in order to quickly and efficiently solve the puzzles. One such approach is the use of logical strategies initially developed for human players.

Sambandet mellan indikatorer och aktieavkastning vid nyemissioner : En undersökning på den svenska marknaden

Syfte: Studien undersöker om det finns ett samband mellan ekonomiska indikatorer och den årliga aktieavkastningen ett år framåt på den svenska marknaden för företag som genomfört nyemission och jämförs med en benchmark som består av företag som inte genomfört nyemission.Metod: Uppsatsen utgår från en kvantitativ undersökning där multipel regressionsanalys används för att undersöka sambandet mellan indikatorer och aktieavkastningen vid nyemissioner under tidsperioden 2002 ? 2010.Slutsats: Utifrån resultaten kunde vissa signifikanta samband konstateras mellan indikatorerna och totalavkastningen för nyemissionsgruppen. Det visade att totalavkastningen sjunker det året företag genomför nyemission jämfört med totalavkastningen året innan nyemissionen. Det kunde konstateras att marknaden är ineffektiv till en viss utsträckning i samband med nyemissioner. För benchmark kunde resultaten dock inte säkerställas på grund av att statistisk felkälla förekom i regressionsmodellen..

Högriskfonder kontra aktieindex : En studie av makrovariablers påverkan på olika fondalternativ

Abstract  Title: High-Risk Funds vs. Mutual- Index FundsA study of macro -variables influence on different funds choice Level: Final assignment for Bachelor Degree in Business Administration Author: Moses Yokie & Bo Lemar Supervisor: Ogi Chun & Cheick Wagué Date: 2011-05-25 Aim: The purpose with this thesis is to compare two different types of mutual-index fond and a high-risk fund in relation to the macro variables. The purpose also includes an investigation about if an investor will receives a higher return on high-risk fund than on mutual-index fund in a 10 years period.Method: A quantitative method has been use in this study, where the information has been received from Morningstar. Microsoft Excel has been used to process the collected data in order to calculate the expected return and the risk measures. The result is presented in graphs and tables on the empirical capital, in order to analyse and compare it with the theories and the selected macro- variables to see if there will be any correlation. Conclusion: This research shows that there is no possibility that the macro-variable factors can benefit an investment on high-risk fund or on mutual-index fund in the short run.

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