Search for dissertations about: "dissertations valuation"

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

  2. 1. Information and Default Risk in Financial Valuation

    Author : Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Abstract : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. READ MORE

  4. 2. Essays on valuation of manufacturing flexibility : an option-pricing theory approach

    Author : Jens Bengtsson; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Flexibility in manufacturing operations is becoming increasingly more important to industrial firms due to e.g. increasing product demand volatility, internationalisation of markets and competition, and shorter product life cycles. READ MORE

  5. 3. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Author : Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Abstract : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. READ MORE

  6. 4. Finance and Supply Chain Management : Coordination of a Dyadic Supply Chain through Application of Option Contracts

    Author : Katarina Eriksson; Christopher von Koch; Ola Nilsson; Håkan Locking; Verena Hagspiel; Linnéuniversitetet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Quantitative case study; Option contracts; Modelling; Supply chain flexibility; Bilateral coordination; Finance and Supply Chain Management;

    Abstract : The purpose of this dissertation is to study the relationship between dyadic supply chain flexibility and dyadic supply chain profitability.In today’s global environment, competition is no longer limited to companies but has evolved to supply chains. READ MORE

  7. 5. Health economic evaluation methods for decision-making in preventive dentistry

    Author : Nils Oscarson; Carina Källestål; Lars Lindholm; Dorthe Holst; Umeå universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; costs and cost analysis; cost-effectiveness analysis CEA ; cost-benefit analysis CBA ; contingent valuation method; willingness to pay; dental caries; prevention; preventive dentistry; oral health; health outcome; quality of life.; Epidemiology; Epidemiologi;

    Abstract : The aims of this thesis were to evaluate caries-preventive measures from a societal perspective, to demonstrate the use of resources in preventive dentistry, to develop and discuss techniques suitable for evaluating dental care costs and outcomes, and to test costs and consequences within a health economic decision model adapted to preventive dental care. The thesis is based on three separate studies with three separate cohorts. READ MORE