Essays about: "Volatility components"

Showing result 1 - 5 of 31 essays containing the words Volatility components.

  1. 1. High-performance Monte Carlo Computations for Adhesive Bands Formation

    University essay from Karlstads universitet

    Author : Karim Ali Shah; [2022]
    Keywords : Lattice model; Monte Carlo method; ternary mixtures; evaporation; morphology formation; adhesive bands.;

    Abstract : We propose a lattice model for three stochastically interacting components that mimicsthe formation of the internal structure of adhesive bands via evaporating one component(the solvent) by thermal gradient. We use high-performance computing resources toinvestigate the formation of rubber-acrylate morphologies. READ MORE

  2. 2. A survival analysis on endurance tests of chainsaws and power cutter components at Husqvarna Group AB

    University essay from Lunds universitet/Matematisk statistik

    Author : Johannes Lindvall; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Due to the steadily growing world chainsaw market and the market’s relative competitiveness, high performing chainsaws are important for Husqvarna Group AB to remain competitive. In the development phase a large number of endurance tests are run to evaluate the product’s performance. READ MORE

  3. 3. Market Microstructure Invariance, Bid-Ask Spreads and Impact Costs in the Swedish Stock Market : A Transaction Cost Analysis for Intraday Trading in Swedish Stocks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jim Domeij; Oscar Krieg; [2021]
    Keywords : Market Microstructure Invariance; Bid-ask spread; Liquidity; Swedish stock market; Market impact;

    Abstract : By studying high-frequency trading data for the Swedish stock market, as proxied by the OMXS30 index, we find that there exists an invariant relationship between transaction cost components and illiquidity. Specifically, we apply the notions of market microstructure and intraday trading invariance to confirm the existence of a proportional relationship between the relative bid-ask spread and an illiquidity measure comprised of observable financial market variables, such as trade volume, price and volatility. READ MORE

  4. 4. Hints of Sustainable Development in the Philippines: Genuine Savings 1902-2018

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Mary Lerma Ann Limjoco; [2021]
    Keywords : Economic History; Environment; Development; Green Growth; Sustainability; Genuine Savings; Adjusted Net Savings; Philippines; Sustainable Development; Business and Economics;

    Abstract : The Philippines is one of the most affected countries by climate change. Income levels do not say much about its national wealth as it leaves out depreciation and excludes other necessary types of capital but are still mainly used to report a country’s economic standing regardless of its sustainability. READ MORE

  5. 5. A SCENARIO ANALYSIS OF PLATINUM GROUP METALS WITHIN THE TRUCKING INDUSTRY

    University essay from Göteborgs universitet/Graduate School

    Author : Sara Arnhjort; Karin Rundqvist; [2020-07-22]
    Keywords : Trucking industry; Platinum group metals; PGM; Scenario planning; PGM within trucking industry;

    Abstract : Platinum Group Metals (PGM) are important components within the automotive industry, used for cleaning vehicles toxic gas emissions. An increasing demand of these metals have been observed, and simultaneously, mining organisations have been experiencing declining ore grades in the mines, causing the demand to exceed the supply. READ MORE