Essays about: "Maria Dahlman"

Found 2 essays containing the words Maria Dahlman.

1. 1. Applicability of Lean toward improved efficiency in software development : – A case study at a Swedish ICT Company

   University essay from KTH/Industriell produktion

   Author : Maria Dahlman; Ulrika Olsson; [2014]
   Keywords : ;

   Abstract : In recent years, software development has been evolving around an Agile way of working to optimize software development processes. Simultaneously in other industries, the Leanconcept have been adopted and used to make manufacturing and production of services more efficient. READ MORE

3. 2. The Swedish Expected Volatility Index: Construction and Properties

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Maria Dahlman; Madeleine Wallmark; [2007]
   Keywords : volatility index; implied volatility; expected volatility; VIX; volatility forecasting;

   Abstract : In this paper we construct an index, SVIX, measuring the expected 30 calendar day volatility on the Swedish stock market for the time period January 1993 to June 2006. SVIX is constructed from OMX index option prices using the same method as used by the Chicago Board Options Exchange (CBOE) in calculating the CBOE Volatility Index, VIX, and is independent of any option pricing model. READ MORE