Search for dissertations about: "finance mathematical"

Showing result 1 - 5 of 22 swedish dissertations containing the words finance mathematical.

  2. 1. Essays in mathematical finance

    Author : Agatha Murgoci; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. Optimal stopping and incomplete information in finance

    Author : Bing Lu; Erik Ekström; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Analys; Mathematics; Matematik;

    Abstract : .... READ MORE

  5. 3. Essays in Finance Related Problems with PDE Approach

    Author : Sadna Sajadini; Henrik Shah Gholian; Jonas Tysk; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory. READ MORE

  6. 4. Role of Information and Heterogeneous Beliefs in Finance

    Author : Marta Leniec; Erik Ekström; Stephane Crepey; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  7. 5. Optimal Stopping and Model Robustness in Mathematical Finance

    Author : Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE