Search for dissertations about: "Financial derivative"

Showing result 1 - 5 of 16 swedish dissertations containing the words Financial derivative.

2. 1. Essays on Financial Markets

   Author : Hans Byström; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

   Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

4. 2. AND ... AND ... AND ... : Reiterating Financial Derivation

   Author : Thomas Bay; Pierre Guillet de Monthoux; Bo Hedberg; Rolland Munro; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial derivation; derivatives; options; futures; risk; finance; economy; gambling; reiteration; deconstruction; deterritorialisation; experimentation; Business studies; Företagsekonomi; företagsekonomi; Business Administration;

   Abstract : This essay is an attempt at examining the general logic of derivation, the organisational geno-practice of financial derivationówhat I have called: reiterative derivation. I will endeavour to reiterate, to repeat otherwise, to displace the derivative distinction which apart from providing the financial markets with ever new business opportunities, makes financial instruments like options and futures the potential turning point, the crisis, the utmost risk, the pure possibility, of any economic reality. READ MORE

5. 3. Network capacity sharing with QoS as a financial derivative pricing problem : algorithms and network design

   Author : Lars Rasmusson; KTH; []
   Keywords : Computer network architecture; bandwidth trading; inter-domain Quality-of-Service; pricing; combinatorial allocation; financial derivative pricing; stochastic modeling;

   Abstract : A design of anautomatic network capacity markets, oftenreferred to as a bandwidth market, is presented. Three topicsare investigated. First, a network model is proposed. Theproposed model is based upon a trisection of the participantroles into network users, network owners, and market middlemen. READ MORE

6. 4. Essays on Financial Models

   Author : Henrik Amilon; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

   Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE

7. 5. Derivative Prices for Models using Levy Processes and Markov Switching

   Author : Sebastian Rasmus; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; programming; operations research; Statistics; Regime switching; Levy processes; Derivative pricing; Computer simulations; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

   Abstract : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. READ MORE