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344 Uppsatser om Option - Sida 6 av 23
En kvantitativ undersökning av SABR-modellen
För att prissätta Optioner är val av modell en viktig fråga. I denna kandidatuppsatsbeskrivs både Black & Scholes modell och SABR-modellen. Förstnämnda modell ärenklare än SABR-modellen men bygger på antaganden som inte stämmer överens medverkligheten. Den ger heller inte någon explicit formel för den implicita volatilitetenoch predikterar inte heller på ett korrekt sätt fenomenet volatility smile vilketobserveras på marknaden.Syftet med uppsatsen är att utvärdera prestandan hos SABR-modellen ochanvändarvänligheten, samt att undersöka lite av teorin bakom modellen och vissa avdess egenskaper. Till grund för beräkningarna ligger datamaterial hämtat från NasdaqOMX Nordic.Enligt mina beräkningar är resultatet att SABR-modellen endast presterar marginelltbättre än Black & Scholes-modellen.
Hur påverkas aktieavkastningens volatilitet när optionshandel införs?
Denna uppsats undersökte effekten av en Optionsintroduktion på den underliggande aktieavkastningens volatilitet. Tidigare studier som gjorts i frågan visade på olika resultat. Denna studie utgick från en artikel av Bollen (1998). En modifierad marknadsmodell användes för att analysera det eventuella sambandet mellan Optionsintroduktion och skift i aktieavkastningens volatilitet. Parametrarna i modellenskattades med maximum likelihood.
Förstudie för automatisering av gjutgodsrensning
This thesis work has been performed at the Division of Assembly Technology at Linköping University for a period of ten weeks. The work is part of the project ProFlexA, which is a research project in collaboration between Linköping University, Lund University, and industrial partners such as Combi Wear Parts and Smålands Stålgjuteri AB.The casting process creates random incurred burrs and defects, which must be removed during a cleaning process to make sure that the cast can be sold. Automation has long been sought for the cleaning of castings due to, among other things, poor working conditions for staff, but this has proved difficult to implement with today's technology. Automation has for some time been available for more capital strong companies with large annual volumes, but for smaller companies with small-and medium-sized volumes, automation has not been an Option.The goal of ProFlexA is to develop an automated cleaning cell aimed at small-and medium-sized volumes.The goal of the thesis is to do a pre study at ProFlexA?s partners on cleaning of castings, and develop concepts for automated cleaning of castings.By recording the process and cycle times, the cleaning of castings has been documented as it works today, and on this basis, information and statistics has been compiled.
Electronic Journals, Just in Case, Just in Time, Just for You ? användning av elektroniska tidskrifter vid Chalmers tekniska högskola
This user study was carried out at the library at Chalmers University of Technology in Gothenburg in the spring of 1999. Chalmers wanted to investigate how much their employees use electronic journals. To facilitate decision-making and be cost effective, the library needed to know about their customers' opinions. The main purpose was to investigate the usage of electronic journals, how the library's choice of these journals affects the frequency of use and what the attitudes towards them are. A questionnaire was sent out to 2 400 employees; 477 replies were received.
Ny konstruktionslösning och kostnadsförslag för stansverktyg
The task for this thesis is to design a tool that is used to cut-out preforms of thermoplastic adhesive and also to make an estimate of costs for the stamping tool. The tool is used in the repair process at the MCM production line.
The result of gathered information has affected how the design of the stamping tool has developed. The handling of thermoplastic adhesive in the repair process is one of the factors that influenced the design. The adhesive is sensitive for exposure to moisture. Therefore an automated feeding system of the adhesive is not recommended.
The users wished for an automated stamping tool.
Företagsvärdering : en studie av värderingsproblematiken för företag med lågt substansvärde
Background: The difference between the market value and the book value of the companies has dramatically increased. One explanation is that the inflow of capital on the market has increased. Another explanation is that companies have a larger share of intellectual capital. The question is how this has influenced the company-valuator's use of valuation-models? Purpose: The purpose of this study is to find out what relevance the substance valuation model has, the DCF-model has, and also discover new valuation-models, among company-valuators.
Skogsbränsleuttag vid förstagallring och dess påverkan på beståndsutveckling : simulering i Heureka med olika skötselprogram
Stands where pre commercial thinning has been ignored or inadequate often tend to have high stem density and low average diameter when they reach heights of thinning. In such stands, it can often be expensive to do a conventional pulpwood harvest as a first thinning. This study investigates the development of the stands and the economic outcome of forest fuel extraction, or a combined harvest as alternatives to the ordinary pulpwood harvest. Simulations in Heureka StandWise were performed for two thin and dense stands, which were constructed by data from the Swedish National Forest Inventory. The simulations show that the extraction of forest fuel in first thinning at an early stage can provide higher net revenue compared to conventional pulpwood harvest at the same time or later.
Nätverkandets påverkan på organisationssammansättningen
Networking is an important part, for organizations, in the recruitment process. This since the emergence of Internet networking has become more common and the organizations finds that networking is applied more frequently in the recruitment process. Organizations have noticed that networking often is a more cost efficient Option compared to traditional recruitment. Since networking in the recruitment process has increased, we intend to investigate if and how it affects the composition of organizations. This thesis aims to examine networking in the recruiting process, and aims to make no differences between networking offline and online.
?Att få fler att upptäcka det fantastiska med läsning? - Möjligheter och hinder för samarbete mellan bibliotekarier och bokbloggare
The aim of this bachelor thesis is to find out the possibilities for librarians and book bloggers to collaborate. We find this relevant because of blogs being a new medium that could be useful for librarians to embrace. Book blogs are often networks of blogs connected to each other through their common interest in literature and we have examined how this could be of use for librarians.The method we have used is semi-structured interviews, which gave us the possibility to adjust our questions based on the informants? answers, when necessary. Our informants have been both librarians and book bloggers; we have met some of them and interviewed the others by e-mail.
Meticillinresistenta Staphylococcus aureus hos häst : zoonotisk smittspridning, riskfaktorer och förebyggande åtgärder
The purpose of this study is to describe melanotic tumours and the pathogenesis of these tumours. The focus of this study is on differences between benign and malignant tumours as well as the prognosis one may expect when diagnosing this disease. The mechanisms responsible for the occurrences of the tumours are not yet fully understood. It is believed that factors such as chronic trauma, infections, medications and hormones affect the cell mechanisms in some way. Determinants of the malignancy of the tumour are not completely known.
Kommunikation online : En fallstudie av Korrespondensgymnasiets elevkurativa arbete
The main purpose of this study was to examine how social work can be performed online, by a case study of Korrespondensgymnasiet that pursues distance education. The intention was to determine the possibilities and limits with the online communication between the school counsellor and the pupils. The study was based on qualitative semi-structured interviews with one school counsellor and five pupils and document analysis of three descriptions of the school counsellor?s profession. The theory that has been used in this study is the communication theory: Shannon and Weaver?s Model of Communication and non-verbal communication.
Hemundervisning som aktivt val
The aim of this paper is to look into the occurrence of home schooling by choice in Sweden. It examines the subject of home education in order to provide an informative overview. It also looks into the legal aspects of the matter to see whether freedom of choice is an issue here when it comes to choosing a certain type of teaching for children of compulsory school age. A further purpose is to provide a comparison of home education in Sweden and in other countries such as the United States, England and Norway.In order to do this we have carried out a secondary analysis of previous research and have also interviewed teachers as well as people with experience of home educating their own children. To accomplish this, we had to look to England for literature and home educating families as home education is a much more common practise in England.The result of this paper strongly indicates that home schooling is not only a legally viable Option to traditional schooling, both in Sweden and the other countries concerned, but that it is also a trend that is expected to increase.
Malignt melanom hos hund
The purpose of this study is to describe melanotic tumours and the pathogenesis of these tumours. The focus of this study is on differences between benign and malignant tumours as well as the prognosis one may expect when diagnosing this disease. The mechanisms responsible for the occurrences of the tumours are not yet fully understood. It is believed that factors such as chronic trauma, infections, medications and hormones affect the cell mechanisms in some way. Determinants of the malignancy of the tumour are not completely known.
Fria och öppna programvaror inom kommunal verksamhet : Vägen mot öppna standarder?
This report deals with the attitudes within municipalities of open source software and open standards and if open source software may be an Option to gain open standards. The aim has been to find out if open source software and open standards would be able to solve the lock-in problems that municipalities have against proprietary software. The study is conducted as an exploratory, inductive and qualitative study with depth interviews of subjectively selected informants as data collection method. A literature review has also been implemented by the relevant books and articles. Some economic determinants of municipalities to make use of open source software have not been considered in this study.
Aktieindexobligationer - Står när andra faller?
Syfte: Syftet med uppsatsen är att analysera aktieindexobligationer samt att öka förståelsen för detta värdepapper. Metod: Inledningsvis söktes mycket information från bankerna i form av prospekt. Detta utökades senare till att även vara avkastningen som berörda värdepapper haft. För att kunna utvärdera huruvida bankernas produkter är konkurrenskraftiga har två angreppssätt används. Det första en konstruerad aktieindexobligation med värdepapper som finns att köpa på marknaden.