Search for dissertations about: "dissertation on option price"

Found 5 swedish dissertations containing the words dissertation on option price.

2. 1. Essays on risk and housing

   Author : Han-Suck Song; Hans Lind; Peter Englund; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; housing risks; risk management; strategic alliances; housing construction; low-income housing; real options; tenure choice; rent regulation; housing cooperative conversion; price index; Economics; Nationalekonomi; Econometrics; Ekonometri; Economic geography; Ekonomisk geografi;

   Abstract : There is a series of different types of risk on the housing market and related industries.  The six papers in this doctoral dissertation are about a number of the many dimensions of risk management on the housing market. READ MORE

4. 2. Essays on Derivatives and Liquidity

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

   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

5. 3. Valuation and hedging of long-term asset-linked contracts

   Author : Henrik Andersson; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The five essays in this dissertation are all concerned with how commodity price uncertainty affects the valuation of real and financial assets.  Focusing on the stochastic process approximating the price process of the commodity, a time-inhomogeneous mean reverting process is suggested and used in the valuation of a pulp mill. READ MORE

6. 4. Core Acquisition Management in Remanufacturing : Current Status and Modeling Techniques

   Author : Shuoguo Wei; Ou Tang; Erik Sundin; Jan Olhager; Moritz Fleischmann; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Core acquisition; remanufacturing; closed-loop supply chain; quantitative modeling; return uncertainties;

   Abstract : Remanufacturing is an important product recovery option that benefits our sustainable development. Cores, i.e. the used products/parts, are essential resources for remanufacturing. READ MORE

7. 5. Educational evaluation of an interactive multimedia learning platform : computerized educational platform in heat and power technology

   Author : Vitali Fedulov; Torsten Fransson; Ambjörn Naeve; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; e-learning; computerized education; knowledge management; pedagogy; technology enhanced learning; Education; Pedagogik;

   Abstract : Learning materials have multiple forms, such as books, overhead slides, computer files, blackboard notes by teachers, narration to the notes, video/audio tapes etc. Since the forms are highly inhomogeneous, it becomes difficult to collect and practically use them by a particular learner for individual study at home. READ MORE