Essays about: "jump risk"

Showing result 11 - 15 of 26 essays containing the words jump risk.

  1. 11. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE

  3. 12. The Importance of Recovery to Prevent Injuries in Track and Field - A Quantitative Study on Swedish Elite Track and Field athletes’ recovery

    University essay from Göteborgs universitet/Institutionen för kost- och idrottsvetenskap

    Author : Johan Martinsson; Alexander Nilsson; Daniel Skatt; [2017-08-28]
    Keywords : Track and field; elite athlete; injury; recovery; CR10;

    Abstract : The balance between training and recovery is crucial for elite athletes to prevent injuries. Track and field is a sport that is practiced worldwide on all levels and the practice is associated with a risk of suffering an injury. READ MORE

  4. 13. 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

  5. 14. Efficient Risk Factor Allocation with Regime Based Models

    University essay from Lunds universitet/Matematisk statistik

    Author : Oscar Axelsson; [2017]
    Keywords : Risk Factors; Hidden Markov Models; Regime Models; Asset Allocation; Ecient Frontier; Shrinkage Factor; Baum-Welch Algorithm; EM algorithm.; Mathematics and Statistics;

    Abstract : It is widely accepted that nancial mark behaviour is characterized by periodicity. However, in academia and practice financial markets are often modeled as time consistent, resulting in static investment strategies that are assumed to be ecient. READ MORE

  6. 15. Effects of rapid weight loss on sports performance : A systematic review

    University essay from Gymnastik- och idrottshögskolan, GIH/Institutionen för idrotts- och hälsovetenskap

    Author : Alexander Ferm; [2017]
    Keywords : Rapid weight loss; athletic performance; dehydration; hypohydration; systematic review; Snabb viktminskning; idrottsprestation; prestation; dehydrering; hypohydrering; systematisk granskning;

    Abstract : Aim and research questions: The aim of this study was to investigate the effects of rapid weight loss (RLW) in relation to physiological aspects, psychological aspects, and sport specific performance through a systematic review. This study further aimed to investigate what methods are being used when studying the effects of RWL. READ MORE