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807 Uppsatser om Dynamic markets - Sida 3 av 54
Value-at-Risk : Historisk simulering som konkurrenskraftig beräkningsmodell
Value-at-Risk (VaR) is among financial institutions a commonly used tool for measuring market risk. Several methods to calculate VaR exists and different implementations often results in different VaR forecasts. An interesting implementation is historical simulation, and the purpose of this thesis is to examine whether historical simulation with dynamic volatility updating is useful as a model to calculate VaR and how this differs in regard to type of asset or instrument. To carry out the investigation six different models are implemented, which then are tested for statistical accuracy through Christoffersens test. We find that incorporation of volatility updating into the historical simulation method in many cases improves the model.
Ett världskrig utifrån ett eurocentriskt perspektiv : En kvalitativ analys av historieläroböckers skildringar av andra världskriget
The purpose of this study was to identify the way in which history textbooks from the 1980s, 1990s and 2000s used for grades 7-9 depicts World War II from a eurocentric perspective. A qualitative textual analysis was used to achieve the purpose. Three history textbooks from each decade was included in the study, also comparisons have been made to see any changes over time. The study used John M. Hobson matrix describing how the Occident and the Orient are defined from a eurocentric perspective.
Aktielån : En studie av den svenska aktielånemarknadens utveckling
Stock lending is primarily a professional activity. The supply of stocks in the lending market comes mainly from pension funds and insurance companies, while intermediaries provide valuable services by taking positions as borrowers as well as lenders. Borrowers use stock lending for various reasons. For instance, hedge funds usually borrow stocks to cover a short position. There has been a lot of controversy in the stock lending industry and the debate has mainly concerned its effects for the stock markets.
Aktielån : En studie av den svenska aktielånemarknadens utveckling
Stock lending is primarily a professional activity. The supply of stocks in the lending market comes mainly from pension funds and insurance companies, while intermediaries provide valuable services by taking positions as borrowers as well as lenders. Borrowers use stock lending for various reasons. For instance, hedge funds usually borrow stocks to cover a short position. There has been a lot of controversy in the stock lending industry and the debate has mainly concerned its effects for the stock markets.
Webbshop för Tyger & Ting
This report describes how we made a dynamic website combined with staticalweb pages and a web shop for the Swedish company Tyger & Ting.The employer Tyger & Ting wish to run a working web shop on their site butthey want to keep their old system of updating pages with their old applicationfrom Intellyweb1, which creates statical HTML pages.The goal of this exam paper has been to learn to create a functional web shopwith user friendly layout and appealing design and also to take orders andfulfill wishes from a real employer.The report is describing how Intellyweb?s application and its statical web pageshas been implemented on a dynamic web page. The report does also describehow this site has been build and how the problems with the coding have beensolved. The coding has been made with HTML, PHP and MySQL. CSS hasalso been used.
The Sad Story of Regulated Markets: A study of relationships and networks on the Swedish market of alcoholic beverages
The purpose of this thesis is to create a greater understanding of relationships and networks on regulated markets. This includes what the climate are like on such a market and how different aspects within relationships and networks are affected by regulations. By the use of a deductive approach, a qualitative study was performed. This was carried out by interviewing different actors on the Swedish market of alcoholicbeverages. The theoretical framework includes relationship quality, consisting of power and dependence, cooperation,adaptation and trust.
Att anpassa eller inte anpassa - det är frågan! En fallstudie på hur externa faktorer påverkar anpassningsgraden av ett globalt företags marknadsstrategi. Four P's style!
The globalization of today?s society has enabled consumers to acquire products and services from all over the world. Global organizations have the entire world as a playfield and offer products and services across markets. Regardless perception and transparency of the global market, consumers are still individuals. Consumers may have different perceptions and ideas about products, their functions and usage.
Mätning av dynamiskt tryck med piezoresistiva tryckgivare på roterande objekt
The report handles the transmission of signals from piezoresistive pressuresensors and thermocouple from a rotating object. This report also evaluates the possibility to collect data in a datalogger that rotates with the object. Telemetrics was previously used for signaltransmission in Finspång, therefore there has been no tests considering preassure measuring. One transmitting method handled in this report is transmission through a slipring connection. One test with a slipring connection was performed for transmitting signals from a piezoresistive preassuresensor.
The Mobile Handset Evolving - The effect of IT-players' entrance in the mobile handset industry
The telecom and the IT-industry are converging, which creates new possibilities and threats for both existing mobile handset vendors and new entrants originating from the IT-industry. The purpose of this thesis is to explain how IT-players? entrance in the mobile handset industry affects the industry in regards of key success factors and value chain structure. This study has used dynamic theories to describe the mobile handset industry. The theories have helped us in understanding the characteristics and drivers of the industry and thereafter to identify the key success factors.
Ett varumärke kan inte välja sina föräldrar
Within the interconnected global markets of today; people, products, and information travel at a pace never met before. In light of the global retail markets recent integration, consumers are opened up to new products and are beginning to develop a vetted interest in the heritage of those products. Within literature this process has been coined "Country of Origin" COO, and its impacts on consumer attitudes, product value- assessment, and overall behaviors has been one of the most emphasized areas of "international business" studies, during the last three decades. Numerous studies have shown a correlation between positive or advantageous associations to a country of origin, and the actual products representing and coming out of that country. It is by this synergetic process that so-called positive COO-effects are brought forth.The goal of this thesis stems directly from the still unexplored potential for Swedish firms to differentiate their products and brands on new international markets, through a strategic and coherent communication of relevant Swedish COO-effects.
Loyalty Created in a High Involvement Product Category
The research aims at revealing consumers? loyalty to a high involvement product category, connected to a loyalty membership club. Hence, the study aims at explaining similarities and differences between two markets, differently developed in terms of loyalty clubs. The study used IKEA, its loyalty club IKEA FAMILY and women as the company?s main target group, in a case format to study loyalty membership clubs.
Aktiv förvaltning av fonder på Emerging Markets
The main purpose of this Master Thesis has been to evaluate whether active fund management is profitable on Emerging Markets. The material used to examine this consists of 106 actively managed funds, with varying length during the period 1988-2006 and who uses MSCI Emerging Markets (MSCI EM) as benchmark index. The thesis has been written under the supervision of the Asset Management Department of Länsförsäkringar AB (LFAB) and the Department of Production Economics, Linköping Institute of Technology. Apart from the main purpose, the methodology used is also meant to form a template for in-depth or similar studies, preferably by the assigner of this survey, LFAB.The results shows that the median manager underperforms the MSCI EM throughout the whole period, which leads to the conclusion is that active management on Emerging Markets is not profitable. A grouping of the funds based on tracking error still shows that a majority of the managers in all of the groups underperforms against the benchmark.
Informativa strukturer och egenskaper som stöd för automatiska processer i människans informationshantering
The purpose of this thesis is to create opportunities for an efficient interchange of information between humans and technology, especially for the skilled user, and put the designprincipal for informative structures and features into practice. Informative structures and features in a large number of information items helps the peripheral visual system to automatically capture knowledge through logical patterns.A field experiment was done to evaluate if informative structures and features, implicate efficient human information-processing, even in a small study. The results was ambiguous because the quantitative part of the investigation didn?t show any significant differences, whereas the qualitative showed that people prefer a dynamic document with a high degree of informative structures and features over a dynamic document with a low degree of informative structures and features. Even if this study was inconsistent, probably because to few subjects where used, the implication of the research that?s behind it is solid.
Modellering av indunstning på Södra Cell Mönsterås
Evaporation is a part of the chemical recovery department at wood pulping mills. The purpose of evaporation is to remove water from the black liquor, which makes the liquor combustible. The process is very energy demanding, and having a well-functioning model of the system is of greatest interest. The model can then be used to study energy consumption and to test different control strategies. Two models have been developed during the master thesis.
Adaptive QoS Management in Dynamically Reconfigurable Real-Time Databases
During the last years the need for real-time database services has increased due to the growing number of data-intensive applications needing to enforce real-time constraints. The COMponent-based Embedded real-Time database (COMET) is a real-time database developed to meet these demands. COMET is developed using the AspeCtual COmponent-based Real-time system Development (ACCORD) design method, and consists of a number of components and aspects, which can be composed into a number of different configurations depending on system demands, e.g., Quality of Service (QoS) management can be used in unpredictable environments. In embedded systems with requirementson high up-time it may not be possible to temporarily shut down the system for reconfiguration. Instead it is desirable to enable dynamic reconfiguration of the system, exchanging components during run-time.