Search for dissertations about: "dissertation on financial derivatives"

Showing result 1 - 5 of 12 swedish dissertations containing the words dissertation on financial derivatives.

  1. 1. Income Taxation of Derivatives and other Financial Instruments – Economic Substance versus Legal Form, A study focusing on Swedish non-financial companies

    University dissertation from Jönköping International Business School

    Author : Axel Hilling; Högskolan i Jönköping.; [2007]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Taxation; Financial instruments; Financial accounting; Derivatives;

    Abstract : Popular Abstract in Swedish From an economic viewpoint, derivatives and credit-extension instruments are the basic building blocks of all financial instruments. By structuring these building blocks in various combinations, it is possible to attain the economic substance of any conventional financial instrument – regular shares or bonds, as well as more complex financial instruments such as contingent debt instruments. READ MORE

  2. 2. Empirical essays on financial markets, firms, and derivatives

    University dissertation from Stockholm : Företagsekonomiska institutionen, Stockholms universitet

    Author : Niclas Hagelin; Stockholms universitet.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial markets; Stock markets; Future markets; Options; Derivates; Hedging; Derivathandel; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi; Business Administration; företagsekonomi;

    Abstract : This thesis consists of five self-contained studies. The first three investigate the impact of derivatives on the markets for the underlying assets, while the other two examine how and why firms use derivatives. A summary of each of the five studies follows. READ MORE

  3. 3. Essays on Derivatives and Liquidity

    University dissertation from Stockholm : School of Business, Stockholm University

    Author : Caihong Xu; Stockholms universitet.; [2013]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; Business Administration; företagsekonomi;

    Abstract : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. READ MORE

  4. 4. Essays on Financial Market Volatility

    University dissertation from Stockholm : School of Business, Stockholm University

    Author : Ai Jun HOU; Lunds universitet.; Lund University.; [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

  5. 5. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Slobodan Milovanović; Uppsala universitet.; Uppsala universitet.; [2018]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE