Search for dissertations about: "dissertation on financial derivatives"

Showing result 1 - 5 of 12 swedish dissertations containing the words dissertation on financial derivatives.

  1. 1. Income taxation of derivatives and other financial instruments - economic substance versus legal form : A study focusing on Swedish non-financial companies

    University dissertation from Jönköping : Internationella Handelshögskolan

    Author : Axel Hilling; Högskolan i Jönköping.; [2007]
    Keywords : ;

    Abstract : The aim of this book is to examine the Swedish income tax treatment of derivatives, to ascertain the extent to which this treatment provides tax arbitrage opportunities, and to present possible solution that may prevent existing arbitrage opportunities. This study establishes that there are two types of financial instruments that constitute the greatest challenges regarding tax arbitrage opportunities in the Swedish income tax system: hybrid financial instruments and synthetic instruments. READ MORE

  2. 2. Competition, regulation and integration in international financial markets

    University dissertation from Stockholm : Economic Research Institute, Stockholm School of Economics (EFI)

    Author : Jens Nystedt; Handelshögskolan i Stockholm.; [2004]
    Keywords : Social Sciences Economics and Business Economics; Samhällsvetenskap Ekonomi och näringsliv Nationalekonomi; Equity market integration; Sovereign debt restructuring; Private sector Involvement; OTC derivatives; Derivative market competition; European Union; Derivatives; European Monetary Union; Finansiella marknader; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : Chapter I - Derivative Market Competition: OTC Markets Versus Organized Derivative Exchanges Recent regulatory initiatives in the United States have again raised the issue of a ''level regulatory and supervisory playing field'' and the degree of competition globally between over-the-counter (OTC) derivatives and organized derivative exchange (ODE) markets. This chapter models some important aspects of how an ODE market interrelates with the OTC markets. READ MORE

  3. 3. Essays on Derivatives and Liquidity

    University dissertation from Stockholm : School of Business, Stockholm University

    Author : Caihong Xu; Stockholms universitet.; [2013]
    Keywords : Social Sciences Economics and Business Business Administration; Samhällsvetenskap Ekonomi och näringsliv Företagsekonomi; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; Business Administration; företagsekonomi;

    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

  4. 4. Essays on Financial Market Volatility

    University dissertation from Stockholm : School of Business, Stockholm University

    Author : Ai Jun HOU; Lunds universitet.; Lund University.; [2011]
    Keywords : News Impact Curve; Nonparametric GARCH model; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets; Ekonomi; Business and economics;

    Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE

  5. 5. Empirical essays on financial markets, firms, and derivatives

    University dissertation from Stockholm : Företagsekonomiska institutionen

    Author : Niclas Hagelin; Stockholms universitet.; [2000]
    Keywords : Social Sciences Economics and Business Business Administration; Samhällsvetenskap Ekonomi och näringsliv Företagsekonomi; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi; företagsekonomi; Business Administration;

    Abstract : This thesis consists of five self-contained studies. The first three investigate the impact of derivatives on the markets for the underlying assets, while the other two examine how and why firms use derivatives. A summary of each of the five studies follows. READ MORE