Search for dissertations about: "Storage valuation"

Found 3 swedish dissertations containing the words Storage valuation.

  2. 1. Pricing of Some Path-Dependent Options on Equities and Commodities

    Author : Mats Kjaer; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

    Abstract : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. READ MORE

  4. 2. On Bayesian Decision Analysis for Evaluating Alternative Actions at Contaminated Sites

    Author : Jenny Norrman; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; influence diagrams; Bayesian decision analysis; groundwater; data worth analysis; contaminated sites; decision analysis; risk analysis;

    Abstract : Today, contaminated land is a widespread infrastructural problem and it is widely recognised that returning all contaminated sites to background levels, or even to levels suitable for the most sensitive land use, is not technically or financially feasible. The large number of contaminated sites and the high costs of remediation, are strong incentives for applying cost-efficient investigation and remediation strategies that consider the inherent uncertainties. READ MORE

  5. 3. Carbon Sink or Energy Source : Economic perspectives on future uses of forest resources in Sweden

    Author : Carl Nolander; Robert Lundmark; Ljusk Ola Eriksson; Luleå tekniska universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : Abstract Forests and the resources they offer have been important for the Swedish economy for a long time, and the forest industry remains a large part of the manufacturing industry even as the economy is becoming more service-based. Forests are also increasingly seen as an important source of biofuels that can be used to reduce the reliance on fossil fuels and to reach the target for a carbon neutral economy by the year 2050. READ MORE