Search for dissertations about: "Bayesian Equilibrium"

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

  1. 1. Option Pricing and Bayesian Learning

    Author : Ola Jönsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

    Abstract : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. READ MORE

  2. 2. Essays on Asymmetric Information and Environmental Regulation through Disclosure

    Author : Jorge H. García; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Social Norm; Imperfect Information; Environmental Policy; Pollution Control; Public Disclosure; Environmental Management; Bayesian Equilibrium; Panel Data; Bivariate Analysis; Indonesia; Central and Eastern Europe.;

    Abstract : This dissertation delves into different aspects of a relatively new policy approach for industrial pollution control: the public dissemination of information by regulators regarding the environmental performance of firms. These schemes are sometimes referred to as regulation through disclosure or informational regulation. READ MORE

  3. 3. Essays on Auctions

    Author : Robin Rander; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Auctions; Bidding; Bayesian equilibrium; Procurement; Game theory;

    Abstract : The thesis is concerned with topics relating to auctions and competitive bidding. In the first chapter, the case of a procurement situation where multiple producers compete in price and quality, but are unable to commit to quality, is treated in a scoring auction context. READ MORE

  4. 4. Computational methods for Bayesian inference in macroeconomic models

    Author : Ingvar Strid; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the main macroeconomic model in use at Sveriges Riksbank. READ MORE

  5. 5. Selfish Dynamic Spectrum Access in Multichannel Wireless Networks : Complete and incomplete information analysis

    Author : Ali Özyagci; Jens Zander; Alexandre Proutiere; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Game theory; Multichannel random access; Bayesian game; Nash equilibrium Heterogeneous channels; SRA - ICT; SRA - Informations- och kommunikationsteknik;

    Abstract : The increasing popularity and widespread deployment of wireless data systems fuel the increasing demand for more spectrum. On the other hand, various studies measuring spectrum utilization show that there is a huge variation in spectrum utilization at different times and locations. READ MORE