Search for dissertations about: "commodities"

Showing result 1 - 5 of 72 swedish dissertations containing the word commodities.

  1. 1. Transaction Spaces : Consumption Configurations and City Formation

    Author : Lukas Smas; Brita Hermelin; Bo Lenntorp; Peter Jackson; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; consumption; transactions spaces; city formation; everyday life; commodities; urban development; consumer services; retail; spatial practices and representations; time-geography; Stockholm; Human geography; economic geography; Kulturgeografi; ekonomisk geografi; Human Geography; kulturgeografi;

    Abstract : Consumption forms and is formed by the city. How, when and where commodities are transacted is essential in this urban drama of mutual relationships. This thesis explores how consumption and everyday life in cities are interrelated. READ MORE

  2. 2. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  3. 3. Manufacturing capabilities : expendable commodities or catalysts for effective supply chain management

    Author : Robin von Haartman; Lars Bengtsson; Matti Kaulio; Björge Timenes Laugen; KTH; []

    Abstract : Many large companies have for a long time been very successful in their industries by combining leading edge R&D and marketing with strong internal manufacturing capabilities. An alternative model is now getting increased attention, where R&D and marketing is conducted internally and manufacturing performed by outsourcing partners. READ MORE

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

    Author : Mats Kjaer; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    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

  5. 5. Evaluation of supply chains and post-harvest losses of selected food commodities in Ethiopia

    Author : Tadesse Kenea Amentae; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []

    Abstract : Supply chain management practices and losses in food value chains of three major food commodities in Ethiopia (milk, teff and warqe or enset) were evaluated in this thesis. Teff is a cereal, while warqe is a perennial plant from which the food products kocho and bulla are extracted. Teff, kocho and bulla are staple foods for many Ethiopians. READ MORE