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Showing result 1 - 5 of 30 swedish dissertations matching the above criteria.

2. 1. Housing finance methods in urban Tanzania : The case of households in Kinondoni Municipality, Dar es Salaam, Tanzania

   Author : Egino Millanzi; Mats Wilhelmsson; Agnes Mwasumbi; Washington H.A. Olima; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Housing finance; finance methods; finance system; urban development; Bostadsfinansiering; finansieringsmetoder; finanssystem; stadsutveckling; Fastigheter och byggande; Real Estate and Construction Management;

   Abstract : Effective housing finance methods require the interrelationships between the housing finance system components such as banking and capital markets, land registry, the housing sector, and macroeconomic and socioeconomic aspects. Nonetheless, despite the exclusion of the majority of the households by formal long-term housing finance methods, Tanzania has experienced substantial improvement in housing development in the last two decades. READ MORE

4. 2. Essays on Equity Options

   Author : Malin Engström; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Options Finance ; Optioner;

   Abstract : .... READ MORE

5. 3. 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

6. 4. AND ... AND ... AND ... : Reiterating Financial Derivation

   Author : Thomas Bay; Pierre Guillet de Monthoux; Bo Hedberg; Rolland Munro; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial derivation; derivatives; options; futures; risk; finance; economy; gambling; reiteration; deconstruction; deterritorialisation; experimentation; Business studies; Företagsekonomi; företagsekonomi; Business Administration;

   Abstract : This essay is an attempt at examining the general logic of derivation, the organisational geno-practice of financial derivationówhat I have called: reiterative derivation. I will endeavour to reiterate, to repeat otherwise, to displace the derivative distinction which apart from providing the financial markets with ever new business opportunities, makes financial instruments like options and futures the potential turning point, the crisis, the utmost risk, the pure possibility, of any economic reality. READ MORE

7. 5. Essays on VIX Futures and Options

   Author : Bujar Huskaj; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NIG; Long memory; Futures; FIGARCH; FIAPARCH; Options; Realized volatility; VaR; VIX; Volume;

   Abstract : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. READ MORE