Search for dissertations about: "model pricing"

Showing result 1 - 5 of 159 swedish dissertations containing the words model pricing.

  2. 1. Pricing corporate debt

    Author : Joel Reneby; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The thesis builds a model for pricing the liabilities of a firm. The liabilities - stocks, loans, bonds - fundamentally all depend on the value of the firm's assets. READ MORE

  4. 2. 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

  5. 3. Implementing Road Pricing : Standards, Institutions, Costs, and Public Acceptance

    Author : Carl J. Hamilton; Jonas Eliasson; Robert Lindsey; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Much has been researched and written about road pricing, and especially how it affects traffic flow, congestion, the environment, and social welfare in general. This doctoral thesis analyses the implementation of road user charges rather than its effects. The dissertation consists of five separate papers, each addressing a subset of the topic. READ MORE

  6. 4. Optimal Stopping and Model Robustness in Mathematical Finance

    Author : Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE

  7. 5. Essays on Financial Markets and the Macroeconomy

    Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE