Search for dissertations about: "dissertations in financial markets"

Showing result 1 - 5 of 25 swedish dissertations containing the words dissertations in financial markets.

2. 1. Optimal timing decisions in financial markets

   Author : Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

   Abstract : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. READ MORE

4. 2. Essays in finance, trade and politics

   Author : Helena Svaleryd; Robin Burgess; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial systems; Financial markets; Trade policy; Local government; gender; Sweden; Finansiella marknader; Handelsteori; Handelspolitik; Kommunal ekonomi; genusaspekter; Economics; nationalekonomi;

   Abstract : This thesis consists of three essays in economics:Financial markets, industrial specialization and comparative advantage. Evidence from OECD countries. Due to underlying technological and organizational differences, industries differ in their need for external finance. READ MORE

5. 3. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

   Author : Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

   Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE

6. 4. Essays on mergers and financial markets

   Author : Tobias Lindqvist; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business enterprises Purchasing; Consolidation and merger of corporations; Capital market; Företagsförvärv; Företagsfusioner; Kapitalmarknad;

   Abstract : .... READ MORE

7. 5. Essays on Financial Markets and the Macroeconomy

   Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

   Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE