Search for dissertations about: "financial analysis model"

Showing result 1 - 5 of 180 swedish dissertations containing the words financial analysis model.

2. 1. Selected Problems in Financial Mathematics

   Author : Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

   Abstract : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. READ MORE

4. 2. Essays in Financial Economics

   Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Behavioral Finance; Equity Premium; Doubt; Pessimism;

   Abstract : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. READ MORE

5. 3. Solid waste management based on cost-benefit analysis using the WAMED model

   Author : Viacheslav Mutavchi; Jan Stenis; William Hogland; Torleif Bramryd; Linnéuniversitetet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic models; economic incentives; solid waste management SWM schemes; baling economics; municipal solid waste MSW management; ecological– economic efficiency ECO-EE ; cost-benefit analysis CBA ; full cost accounting FCA analysis; the WAMED model; the COSTBUSTER model; the EUROPE model.; Environmental technology; Miljöteknik; Business administration; Företagsekonomi;

   Abstract : Efficient waste management enables the protection of human health, reducing environmental pollution, saving of natural resources, and achieving sustainable and profitable management of energy. In many countries, the general guidelines for waste management are set by national or local waste management plans. READ MORE

6. 4. Essays on Financial Markets

   Author : Hans Byström; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

   Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

7. 5. Essays on Financial Risks and the Subprime Crisis

   Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

   Abstract : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. READ MORE