Search for dissertations about: "asset price"

Showing result 1 - 5 of 64 swedish dissertations containing the words asset price.

2. 1. Price formation in multi-asset securities markets

   Author : Patrik Säfvenblad; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This volume is a collection of three essays relating to the pricing of securities in financial markets, such as stock markets, where a large number of individual securities are traded. Lead-Lag Effects in a Competitive REE MarketThis essay introduces a model of cross-security information aggregation. READ MORE

4. 2. Transportation asset management : Quality related accounting, measurements and use in road management processes

   Author : Berth Jonsson; Hans Lind; Lars Westin; KTH; []
   Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP;

   Abstract : Today there are shortcomings in monitoring, control, analyses, learning and reporting of the results of activities and operations in the road management processes. There are also shortcomings in transparency and verifiability, in knowledge of road management’s costs and life cycle costs, of the road capital’s standard and condition and in measures of quality deficiency costs, productivity and maintenance backlog. READ MORE

5. 3. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

   Author : Carl Wilkens; Mats Persson; Peter Sellin; Michael Bergman; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; Economics; Nationalekonomi;

   Abstract : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. READ MORE

6. 4. Privatization Process and Asset Valuation : a Case Study of Tanzania

   Author : Samwel M. S. Waigama; Hans Lind; Frances Plimmer; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Privatization process; strategies for privatization; valuation methods; valuation error; indigenization; aftermath of privatization; Industrial organisation; administration and economics; Industriell organisation; administration och ekonomi;

   Abstract : This study examines privatization and valuation processes in the context of privatized state owned enterprises in Tanzania. It investigates the implementation of the privatization process and valuation methodology in a developing economy where the market system and its associated institutions are not fully developed. READ MORE

7. 5. Essays on expectations and financial markets

   Author : Staffan Lindén; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Survey; Inflation; Expectations; Perceptions; Rational; Inattentive; Event study; Option introduction; Stock market; Asset pricing; Price effect; Risk effect; Derivatives;

   Abstract : This thesis is a collection of three empirical papers that tests hypotheses within the context of two related and intersecting theoretical frameworks: rational expectations and efficient markets. The aim is to empirically explore to what extent households form their inflation expectations in a rational manner, and to explain why households’ perceptions may deviate from the measured official rate. READ MORE