Search for dissertations about: "Finance on PDF"

Showing result 1 - 5 of 144 swedish dissertations containing the words Finance on PDF.

2. 1. Essays on Mergers and Acquisitions and Event Studies

   Author : Mohammad Irani; Lars Nordén; Rickard Sandberg; Neslihan Ozkan; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; mergers and acquisitions; event study; prediction; payment method; conditional CAPM; time-varying parameters; structural change methodology; variance; covariance; företagsekonomi; Business Administration;

   Abstract : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. READ MORE

4. 2. On Risk Prediction

   Author : Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

   Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE

5. 3. Essays on Public Finance : Retirement Behavior and Disaster Relief

   Author : Thomas Eisensee; Fabrizio Zilibotti; Kjetil Storesletten; Xavier Mateos-Planas; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Computable General Equilibrium; Retirement; Fiscal Policy; Political Economy; Foreign Aid; Mass Media; Economics; Nationalekonomi;

   Abstract : The dissertation consists of three self-contained essays on Public Finance.“News Droughts, News Floods and U.S. Disaster Relief” studies the mass media's influence on the U. READ MORE

6. 4. Zero magic : Shifting the Valuation Convention

   Author : Simon Goldin; Manuel Borja-Villel; Kungl. Konsthögskolan; []
   Keywords : HUMANIORA; HUMANITIES; HUMANIORA; HUMANITIES; Goldin Senneby; Simon Goldin; Jakob Sennebt; Malin Nilsson; Théo Bourgeron; artistic research; magic trick; patent; finance; financial markets; short selling; value; valuation; Fine Art; Fri Konst; Goldin Senneby; Simon Goldin; Jakob Senneby; Malin Nilsson; Théo Bourgeron; Art; Artistic research; Magic; Trick; Patent; Finance; Financial markets; Short selling; Value; Valuation; Secrets;

   Abstract : Zero Magic is a trick for the financial markets, which has the capacity to undermine the perceived value of a publicly traded company and profit from this. Short selling is a way of profiting from loss: Making money if and when a target company loses in value. READ MORE

7. 5. Calibration and Hedging in Finance

   Author : Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE