Search for dissertations about: "Option Pricing"
Showing result 1 - 5 of 52 swedish dissertations containing the words Option Pricing.
-
1. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction
Abstract : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. READ MORE
-
2. Accurate Finite Difference Methods for Option Pricing
Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE
-
3. Essays on valuation of manufacturing flexibility : an option-pricing theory approach
Abstract : Flexibility in manufacturing operations is becoming increasingly more important to industrial firms due to e.g. increasing product demand volatility, internationalisation of markets and competition, and shorter product life cycles. READ MORE
-
4. Option Pricing and Bayesian Learning
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
-
5. Payment Efficiency and Payment Pricing : Four Essays
Abstract : The four essays in this Doctoral thesis provide new evidence of efficiency in electronic payments and banks due to the technological change in payment distribution systems and how banks can utilize and develop their pricing of payments in the presence of changing technology.“Benefits from a Changing Payment Technology in European Banking” identifies cost savings from technical change in European banking. READ MORE