Essays about: "Exchange Rates"

Showing result 1 - 5 of 185 essays containing the words Exchange Rates.

  1. 1. CFD Simulations of Flow Characteristics of a Piano Key Weir Spillway

    University essay from Uppsala universitet/Elektricitetslära; Uppsala universitet/Elektricitetslära

    Author : William Sjösten; Victor Vadling; [2020]
    Keywords : Piano Key Weir; Ansys Fluent; Multiphase Flow; Spillway; Flow Characteristics; CFD; Realizable k-epsilon; Volume of Fluid; Renolds-averaged Navier-Stokes;

    Abstract : Comprehensive rehabilitation projects of dam spillways are made in Sweden, due to stricter dam safety guidelines for their discharge capacity. The Piano Key Weir (PKW) is an innovative design which has proven effective through several renovation projects made in many countries including France. READ MORE

  2. 2. The relationship between crude oil prices and stock markets in Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Petter Hälldahl; Mohammad Refaet Rahman; [2020]
    Keywords : oil price; stock market; exchange rate; financial markets;

    Abstract : In this study, the authors examined the relationship between crude oil price and the Swedish and Norwegian stock markets. Using linear regression models the authors found that the Swedish stock market and Norwegian stock market both have a positive relation with crude oil price. READ MORE

  3. 3. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

    University essay from KTH/Matematisk statistik

    Author : Felix Greberg; [2020]
    Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

    Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE

  4. 4. Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Simon Carlsson; Erik Allgårdh; [2020]
    Keywords : Regression analysis; trading volume; number of trades; applied mathematics; exchange-traded products; bachelor thesis; NDX; Regressionsanalys; handelsvolym; antal avslut; tillämpad matematik; börshandlade produkter; kandidatexamensarbete; NDX;

    Abstract : This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. READ MORE

  5. 5. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market

    University essay from Lunds universitet/Matematisk statistik

    Author : Karl Tengelin; [2020]
    Keywords : Tick data; Support-and resistance levels; Clustering methods; Gaussian mixture model; Kmeans; EUR-USD exchange rates; Clustering performance metrics; Market activity; Mathematics and Statistics;

    Abstract : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. READ MORE