Search for dissertations about: "pricing"
Showing result 21 - 25 of 295 swedish dissertations containing the word pricing.
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21. Studies in Mortgage Pricing and Finance Theory
Abstract : This thesis consists of three self-contained essays.Essay 1 examines the question of why reverse or participating mortgages have not been as much in demand as predicted. A theoretical framework is derived for evaluating the expected utility associated with a reverse or participating mortgage. READ MORE
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22. Essays in empirical asset pricing
Abstract : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. READ MORE
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23. Transport system optimization and pricing
Abstract : How should the pricing principles prescribed by welfare economic theory be translated into operational pricing policy for different transport services? This question is considered for scheduled transport services in general, and for urban bus transport and cargo shipping in particular, for seaports and for highways. The second main question is: what would the financial result be in these cases of applying a pricing policy aimed at net social benefit mazimization? To answer this second question the tempting short-cut of assuming the whole supply-side as given, which is typical of the prevailing price theory, has to be resisted. READ MORE
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24. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE
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25. On the pricing equations of some path-dependent options
Abstract : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. READ MORE