Search for dissertations about: "Options Finance"

Showing result 6 - 10 of 17 swedish dissertations containing the words Options Finance.

  1. 6. Self-Control, Financial Well-Being, and Motivated Reasoning : Essays in Behavioral Finance

    Author : Camilla Strömbäck; Ali M. Ahmed; Gustav Tinghög; Daniel Västfjäll; Marcus Selart; Linköpings universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dual-process theory; Self-control; Financial behavior; Financial well-being; Affective forecasting; Motivated reasoning;

    Abstract : The objective of this thesis is to improve our understanding of how individual differences in intuitive and analytic decision making are associated with people’s behavior as well as their well-being. The first three essays investigate, in turn, how self-control—a typical System 2 driven ability—correlates with financial behavior, financial well-being, and affective forecasting ability. READ MORE

  2. 7. Finance and Supply Chain Management : Coordination of a Dyadic Supply Chain through Application of Option Contracts

    Author : Katarina Eriksson; Christopher von Koch; Ola Nilsson; Håkan Locking; Verena Hagspiel; Linnéuniversitetet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Quantitative case study; Option contracts; Modelling; Supply chain flexibility; Bilateral coordination; Finance and Supply Chain Management;

    Abstract : The purpose of this dissertation is to study the relationship between dyadic supply chain flexibility and dyadic supply chain profitability.In today’s global environment, competition is no longer limited to companies but has evolved to supply chains. READ MORE

  3. 8. Optimal Stopping and Model Robustness in Mathematical Finance

    Author : Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE

  4. 9. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Author : Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Abstract : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. READ MORE

  5. 10. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE