Search for dissertations about: "Options Finance"

Showing result 11 - 15 of 17 swedish dissertations containing the words Options Finance.

  1. 11. Some Applications of Variational Inequalities in Mathematical Finance and Numerics

    Author : Martin Dahlgren; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics; HJB quasi variational inequalities; option pricing; Impulse control; parabolic PDE; finite element method; Galerkin method;

    Abstract : This thesis contains two parts. The first part deals with a stochastic impulse control problem, subject to the restriction of a minimum time lapse in between interventions made by the controller. We prove existence of an optimal control and show that the value function of the control problem satisfies a system of quasi-variational inequalities. READ MORE

  2. 12. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

    Author : Dmitrii Zholud; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

    Abstract : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. READ MORE

  3. 13. Options-Based Security-Oriented Framework for Addressing Uncerainty Issues in IT Security

    Author : Haider Abbas; Hemani Ahmed; Louise Yngström; Christer Magnusson; Mikko T. Siponen; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Computer science; Datavetenskap; SRA - ICT; SRA - Informations- och kommunikationsteknik;

    Abstract : Continuous development and innovation in Information Technology introduces novel configuration methods, software development tools and hardware components. This steady state of flux is very desirable as it improves productivity and the overall quality of life in societies. READ MORE

  4. 14. Numerical methods for the calibration problem in finance and mean field game equations

    Author : Love Lindholm; Anders Szepessy; Lina von Sydow; KTH; []

    Abstract : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. READ MORE

  5. 15. Climate Change Policy of Bio-Energy: A Computable General Equilibrium Analysis

    Author : Rahimaisa Abdula; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; bio-energy; climate change policy; land-use change; and computable general equilibrium;

    Abstract : This paper explores the intersectoral and land-use dynamics behind bio-energy??s development as a climate change policy. Bio-energy from agriculture and forestry can potentially mitigate the emissions of carbon dioxide (CO2) from energy use and land-use changes (LUC) by its substitution to fossil fuels and its diversion of land-use to biomass plantation. READ MORE