Search for dissertations about: "bull market"

Found 2 swedish dissertations containing the words bull market.

  1. 1. Essays on Financial Market Volatility

    Author : Ai Jun HOU; Lund University.; Lunds universitet.; [2011]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE

  2. 2. Optimal Stopping and Model Robustness in Mathematical Finance

    University dissertation from Uppsala : Universitetsbiblioteket

    Author : Henrik Wanntorp; Uppsala universitet.; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik 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