Search for dissertations about: "Option-pricing"

Showing result 1 - 5 of 37 swedish dissertations containing the word Option-pricing.

2. 1. Accurate Finite Difference Methods for Option Pricing

   Author : Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

   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

4. 2. Essays on valuation of manufacturing flexibility : an option-pricing theory approach

   Author : Jens Bengtsson; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   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

5. 3. 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

6. 4. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

   Author : Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. READ MORE

7. 5. Essays in option pricing and interest rate models

   Author : Irina Slinko; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : .... READ MORE