Search for dissertations about: "derivatives"

Showing result 16 - 20 of 754 swedish dissertations containing the word derivatives.

  1. 16. Essays on Risks in Investment Strategies

    Author : Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

    Abstract : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. READ MORE

  2. 17. 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

  3. 18. Derivatives pricing and term structure modeling

    Author : Mia Hinnerich; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  4. 19. Enzyme Hydrolysis of Cellulose Derivatives. Active Site Studies and Polymer Characterisation

    Author : Herje Schagerlöf; Biokemi och Strukturbiologi; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Kemi; Chemistry; Humicola insolens; Trichoderma reesei; Bacillus agaradhaerens; Mass spectrometry; Substituent distribution; Characterisation; Endoglucanases; Cellulose derivatives;

    Abstract : Soluble derivatives of cellulose have become increasingly important in industrial products e.g. in pharmaceutical applications and in technical dispersions. The polymer characteristics of modified celluloses are to a high degree determined by the substituent distribution along the polymeric backbone. READ MORE

  5. 20. Interaction Between Graphene Derivatives and Asphaltenes in Crude Oil and Crude Derivatives

    Author : Govindan Induchoodan; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Micelle Structures; Material enhancement; Enhanced Roads; Graphene; Asphaltene deposition; Structure-Function;

    Abstract : The chemistry of crude oil (SARA) and crude derivatives, and the percentage of asphaltene can vary significantly depending on external and internal factors such as the source and method of SARA extraction. If graphitic materials are introduced into a system such as SARA, it becomes an additional variable to a complex multi-phase colloid. READ MORE