Search for dissertations about: "pricing"

Showing result 16 - 20 of 295 swedish dissertations containing the word pricing.

  2. 16. Real-Time Spectrum Access in Heterogeneous Wireless Networks : Competition, Deployment and Pricing

    Author : Saltanat Khamit; Jens Zander; Claes Tidestav; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SRA - ICT; SRA - Informations- och kommunikationsteknik;

    Abstract : The first decade of twenty-first century has witnessed the spread of innovative wireless technologies: novel wireless network architectures and services; operations in unlicensed bands, advanced mobile devices and smartphones. All these have pondered growing demand for wireless broadband services, so that more spectra are required. READ MORE

  4. 17. Essays on Asset Pricing

    Author : Sonnie Carlsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : [abstract missing].... READ MORE

  5. 18. Pricing Portfolio Credit Derivatives

    Author : Alexander Herbertsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

    Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

  6. 19. Accurate Finite Difference Methods for Option Pricing

    Author : Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE

  7. 20. Essays on Corporate Finance and Asset Pricing

    Author : Jon Frank; Mikael Bask; Lars Forsberg; Dušan Isakov; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Asset Pricing; Founding family firms; Firm performance; Firm financing; Firm investments; Stock returns; Stock-bond correlation;

    Abstract : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). READ MORE