Essays about: "jump risk"

Showing result 1 - 5 of 13 essays containing the words jump risk.

  1. 1. Muscle fatigue and neuromuscular knee valgus in strong versus weak young female athletes

    University essay from Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

    Author : Josefin Forsberg; [2017]
    Keywords : knee valgus; fatigue; strength; knee; knee stability; knävalgus; valgus; knästabilitet; muskelutmattning; styrka;

    Abstract : Background. Knee injuries such as anterior cruciate ligament injuries (ACL) are common in young female athletes resulting in great medical and personal costs. Both knee valgus and muscle fatigue has been reported to increase the risk of injury, while strength training has been used to reduce the occurrence of knee valgus and injury. READ MORE

  2. 2. The relationship between upper and lower body power and strength and boxers’ number of completed bouts

    University essay from Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

    Author : Mikael Dabrowski; [2017]
    Keywords : ;

    Abstract : Background: Competitive boxers from southern region of Sweden, performed three different strength and power tests in the upper and lower body - body weight-relative standing rotational power (RSRP), countermovement jump (CMJ) and handgrip strength (HGS) - to evaluate correlations between number of completed bouts and the tests. Aim: The aim of this thesis was to investigate the linear correlation between number of completed bouts and three different tests – RSRP, CMJ and HGS in 16 male senior boxers. READ MORE

  3. 3. Dynamic Credit Models : An analysis using Monte Carlo methods and variance reduction techniques

    University essay from KTH/Matematisk statistik

    Author : Emelie Järnberg; [2016]
    Keywords : Credit risk; Dynamic credit modelling; Stochastic process; Monte Carlo; Importance sampling; Antithetic variates; Probability matrix method; Default probability; Default event; Variance reduction;

    Abstract : In this thesis, the credit worthiness of a company is modelled using a stochastic process. Two credit models are considered; Merton's model, which models the value of a firm's assets using geometric Brownian motion, and the distance to default model, which is driven by a two factor jump diffusion process. READ MORE

  4. 4. An Empirical Analysis of the Influence of Jump Dynamics on Value-at-Risk Estimation

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christian Vogl; [2016]
    Keywords : GARJI; Autoregressive Conditional Jump Intensity; Leptokurtic GARCH models; VaR; Backtesting; Business and Economics;

    Abstract : Abstract Recent financial crises have demonstrated the importance of accurately measuring financial risks in order to be able to employ mitigating risk policies. This essay investigates the question whether a GARCH model augmented by an autoregressive conditional jump intensity component can improve value-at-risk forecasts in comparison to common GARCH models. READ MORE

  5. 5. Pricing of CO2 Emission Allowance Derivatives

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oscar Göransson; Sebastian Berggren; [2016]

    Abstract : The aim of this paper is to analyse the pricing of carbon emission allowance futures and futures options to see how they can help us understand the intuition behind spot prices of the underlying emission allowance. We use data from the third time period within the European Union Emissions Trading Scheme. READ MORE