Search for dissertations about: "OPTIONS"

Showing result 6 - 10 of 1084 swedish dissertations containing the word OPTIONS.

  2. 6. Essays on Lookback and Barrier Options - A Malliavin Calculus Approach

    Author : Hans-Peter Bermin; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Girsanov transformations.; lookback options; Contingent claims; barrier options; hedging; pricing; arbitrage; complete markets; self-financing portfolios; Black-Scholes formula; Clark-Ocone formula; Malliavin calculus; Financial science; Finansiering;

    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

  4. 7. Selected Problems in Financial Mathematics

    Author : Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Abstract : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. READ MORE

  5. 8. Real options in real estate

    Author : Åke Gunnelin; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; real options; property; real estate; realestate economics; appraisal; landvaluation; income property; overbuilding.; Building engineering; Byggnadsteknik;

    Abstract : This is a doctoral dissertation presented to the FacultyBoard of the Royal Institute of Technology. The dissertationconsists of three self-contained essays on real option pricing.Essay I, written in Swedish, was presented at seminar andaccepted as fulfilling the requirement for a Licentiate Degreein Engineering thesis in 1995. READ MORE

  6. 9. Timing options and taxation : essays on the economics of firm creation and tax evasion

    Author : Tomas Forsfält; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Företagsbeskattning; Småföretag;

    Abstract : Taxation of Small Firms under Uncertainty: A Real Option View of Firm CreationThis paper addresses the impact of the tax system on the incentives to become self-employed. The new approach here is that the creation of a firm is assumed to be an opportunity but not an obligation, that is, a real option. READ MORE

  7. 10. Geometallurgical study of historical tailings from the Yxsjöberg tungsten mine in Sweden : Characterization and reprocessing options

    Author : Jane Mulenshi; Jan Rosenkranz; Saeed Chehreh Chelgani; Pablo Brito-Parada; Luleå tekniska universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Critical raw materials; Historical tailings; Tungsten; Scheelite; Geometallurgical approach; Characterization; Beneficiation; Reprocessing; Gravity separation; Magnetic separation; Flotation; Mineral Processing; Mineralteknik; Centrumbildning - Centrum för avancerad gruvteknik och metallurgi CAMM ; Centre - Centre for Advanced Mining Metallurgy CAMM ;

    Abstract : Tungsten (W) is listed among the European Union (EU) critical raw materials (CRMs) for its supply risk and economic importance. Primarily, tungsten is produced from scheelite and wolframite mineral ores with 0.08-1.5% tungsten trioxide (WO3) grade. READ MORE