Search for dissertations about: "finance"

Showing result 1 - 5 of 214 swedish dissertations containing the word finance.

  1. 1. Essays on Mergers and Acquisitions and Event Studies

    Author : Mohammad Irani; Lars Nordén; Rickard Sandberg; Neslihan Ozkan; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; mergers and acquisitions; event study; prediction; payment method; conditional CAPM; time-varying parameters; structural change methodology; variance; covariance; Business Administration; företagsekonomi;

    Abstract : This dissertation consists of three studies on the anticipation of mergers and acquisitions (M&As) and its impact on takeover event studies. Article I investigates whether the market can anticipate both takeovers and their payment forms prior to their announcement dates. READ MORE

  2. 2. Calibration and Hedging in Finance

    Author : Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE

  3. 3. Essays of Financial Performance and Capital Structure

    Author : Lars Lindbergh; Lars G. Hassel; Michael B. Adams; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; financial accounting; financial statements; financial performance; capital structure; tax allowances; comparative studies; Företagsekonomi; Business studies; Företagsekonomi;

    Abstract : This thesis consists of an introductory chapter and four self-contained essays on financial performance and capital structure. Essay I assesses the strength of strategic inputs into profitability among firms within several sub-sectors within the industrial service sector in the U.S. and Sweden. READ MORE

  4. 4. Essays on Managerial Compensation

    Author : Karl Göran Österholm; Martin Holmén; Andreas Westermark; Mikko Leppämäki; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Executive Compensation; Principal Agent; Hidden Action; Moral Hazard; Convex Compensation Contracts; Economics; Nationalekonomi;

    Abstract : .... READ MORE

  5. 5. Credit and Finance in the Macroeconomy

    Author : Giovanni Favara; Torsten Persson; Simon Gilchrist; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit; finance; macroeconomy; Economics; Nationalekonomi;

    Abstract : Agency Costs, Net Worth and Endogenous Business Fluctuations. This essay proposes a theory of endogenous business fluctuations. A central tenet of the theory is that investment decisions depend upon entrepreneurs' incentive to exert effort and investors' incentive to control entrepreneurs. READ MORE