Search for dissertations about: "dissertation on financial derivatives"
Found 4 swedish dissertations containing the words dissertation on financial derivatives.
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1. Essays on Risks in Investment Strategies
Abstract : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. READ MORE
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2. Essays on Derivatives and Liquidity
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
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3. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE
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4. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE