Search for dissertations about: "pricing strategy"

Showing result 11 - 15 of 33 swedish dissertations containing the words pricing strategy.

  1. 11. Some aspects of optimal switching and pricing Bermudan options

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Ali Hamdi; KTH.; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of four papers that are all related to the Snell envelope. In the first paper, the Snell envelope is used as a formulation of a two-modes optimal switching problem. The obstacles are interconnected, take both profit and cost yields into account, and switching is based on both sides of the balance sheet. READ MORE

  2. 12. Optimal Stopping and Model Robustness in Mathematical Finance

    University dissertation from Uppsala : Universitetsbiblioteket

    Author : Henrik Wanntorp; Uppsala universitet.; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik 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

  3. 13. Essays on Financial Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Hans Byström; Lunds universitet.; Lund University.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Option Pricing; Electricity Futures; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

  4. 14. On the Snell envelope approach to optimal switching and pricing Bermudan options

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Ali Hamdi; KTH.; [2011]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of two papers related to systems of Snell envelopes. The first paper uses a system of Snell envelopes to formulate the problem of two-modes optimal switching for the full balance sheet in finite horizon. READ MORE

  5. 15. Price discrimination, advertising and competition

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

    Author : Witness Simbanegavi; Handelshögskolan i Stockholm.; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Informative advertising; Semicollusion; Loss-leader pricing; Multiproduct firms; Income dispersion; Surplus extraction; Product variety; Exchange rate variability; Competition; Product differentiation; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : There are two main views of advertising – the informative view and the persuasive view. This thesis studies aspects of the informative view. One aspect of interest is whether firms can benefit from collusion on advertising even though advertising is only informative. READ MORE