Search for dissertations about: "International Arbitrage"
Showing result 1 - 5 of 8 swedish dissertations containing the words International Arbitrage.
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1. Games and Markets - Essays on Communication, Coordination and Multi-Market Competition
Abstract : This thesis consists of a collection of essays on coordination in games and competition in international oligopolies. The first essay presents a theoretical analysis of a simple coordination game in which players simultaneously choose efforts from a compact interval. The original game has a continuum of Pareto-ranked equilibria. READ MORE
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2. Decentralized Finance and Central Bank Communication
Abstract : This dissertation investigates two distinct areas within the financial literature: Decentralized finance (DeFi) and central bank communication. Both areas have experienced significant changes in the past decade, posing new challenges to the international financial system. READ MORE
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3. Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
Abstract : This thesis consists of four theoretical essays on contingent claim analysis and its connection to Malliavin calculus. The first three papers are analyzed in the famous Black and Scholes model, while the setup of the fourth paper involves an international environment and the presence of exchange rates. READ MORE
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4. International Asset Pricing, Diversification and Links between National Stock Markets
Abstract : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. READ MORE
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5. Explorations in the New Economic Geography
Abstract : The point of departure of this thesis is the rapidly growing research field known as the New Economic Geography (NEG). It consists of four chapters, one introductory chapter and three self-contained theoretical studies. The chapters may be summarised as follows. The first chapter gives a brief account of the NEG. READ MORE