Search for dissertations about: "derivatives price"

Showing result 1 - 5 of 22 swedish dissertations containing the words derivatives price.

2. 1. Essays on expectations and financial markets

   Author : Staffan Lindén; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Survey; Inflation; Expectations; Perceptions; Rational; Inattentive; Event study; Option introduction; Stock market; Asset pricing; Price effect; Risk effect; Derivatives;

   Abstract : This thesis is a collection of three empirical papers that tests hypotheses within the context of two related and intersecting theoretical frameworks: rational expectations and efficient markets. The aim is to empirically explore to what extent households form their inflation expectations in a rational manner, and to explain why households’ perceptions may deviate from the measured official rate. READ MORE

4. 2. Foaming of Some Cellulose Derivatives - Initial Studies

   Author : Kristina Karlsson; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; rheological characterisation; Foaming; hydroxypropyl methylcellulose HPMC ; scale-up production; ethyl hydroxyethyl cellulose EHEC ; hot-mould baking; cellulose derivatives; extrusion;

   Abstract : Fossil-based polymeric foams, based on polymers such as polystyrene and polyurethane, are important and widely employed materials due to their good mechanical properties relative their low density, the low price and the possibility for large-scale production. There are however a few disadvantages with these foamed products. READ MORE

5. 3. Foaming of cellulose derivatives and hemicellulose-containing materials

   Author : Kristina Karlsson; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; β-glucan; arabinoxylan; scale-up production; hydroxypropyl methylcellulose HPMC ; ethyl hydroxyethyl cellulose EHEC ; hot-mould foaming; extensional viscosity; extrusion; hemicellulose; rheological characterisation; Foaming; xylan; cellulose derivatives;

   Abstract : Fossil-based polymeric foams are important materials due to their good mechanical properties relative their low density, the low price and the possibility for large-scale production. They are widely used in cushioning, absorbing and insulation applications. There are however a few disadvantages with these foamed products. READ MORE

6. 4. Essays on Derivatives and Liquidity

   Author : Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

   Abstract : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. READ MORE

7. 5. Essays on Energy Demand and Household Energy Choice

   Author : Amin Karimu; Runar Brännlund; Jonas Nordström; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Choice Probability; derivatives; energy policy; gasoline demand; propensity score; tax simulation; unobserved trend; nationalekonomi; Economics;

   Abstract : This thesis consists of four self-contained papers related to energydemand and household cooking energy.Paper [I] examine the impact of price, income and non-economicfactors on gasoline demand using a structural time series model. READ MORE