Essays about: "NDX"

Found 3 essays containing the word NDX.

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

    University essay from 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

  3. 2. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

  4. 3. Development of Rear Entry HUT/PLSS Design for Aouda.X Spacesuit Simulator

    University essay from Luleå tekniska universitet/Rymdteknik

    Author : Anjana Jegatheesan; [2018]
    Keywords : Rear Entry Spacesuit; HUT; PLSS; Aouda.X; Donning; Prototype development;

    Abstract : The Aouda.X Space suit simulator, developed by The Austrian Space Forum( OeWF) currently consists of a system that weighs 48 kg of which nearly 57% is comprised of the Suit's HUT (Hard Upper Torso), PLSS (Portable Life Support System) and OBDH (On- board data handling). READ MORE