Search for dissertations about: "Options Finance"

Showing result 16 - 17 of 17 swedish dissertations containing the words Options Finance.

  1. 16. On cash flow valuation

    Author : Fredrik Armerin; KTH; []
    Keywords : ;

    Abstract : A fundamental fact in finance and economics is that moneyhas a time value, meaning that if we want to value an amount ofmoney we get at some future date we should discount the amountfrom the future date back to today. When facing a stream ofcash flows occurring at di®erent times we discount each ofthe cash flows using suitable discount rates and then sum thecontributions. READ MORE

  2. 17. Topics in importance sampling and derivatives pricing

    Author : Johan Nykvist; Filip Lindskog; Bert Zwart; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of four papers, presented in Chapters 2-5, on the topics of derivatives pricing and importance sampling for stochastic processes.In the first paper a model for the evolution of the forward density of the future value of an asset is proposed. READ MORE