Essays about: "jump risk"
Showing result 16 - 20 of 26 essays containing the words jump risk.
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16. Muscle fatigue and neuromuscular knee valgus in strong versus weak young female athletes
University essay from Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskapAbstract : 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
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17. An Empirical Analysis of the Influence of Jump Dynamics on Value-at-Risk Estimation
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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18. Dynamic Credit Models : An analysis using Monte Carlo methods and variance reduction techniques
University essay from KTH/Matematisk statistikAbstract : 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
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19. Pricing of CO2 Emission Allowance Derivatives
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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20. Why Do We Hate Brands? : A qualitative study of how the dark side of branding is influenced by group identification
University essay from Umeå universitet/FöretagsekonomiAbstract : Abstract The purpose of this thesis was to gain a better understanding of the relatively new concept of Brand Hate. More specifically, how Brand Hate can occur in people with no to little experience with certain brands, so called non-customers. READ MORE