Search for dissertations about: "interest rate model"

Showing result 1 - 5 of 262 swedish dissertations containing the words interest rate model.

  2. 1. Theory of economic development : nonlinearity, instability and non-equilibrium

    Author : Wei-Bin Zhang; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic growth and development; instability; structural change; bifurcation; non-equilibrium; centralization and decentralization; business cycle; the standard neoclassical growth model; growth rate; interest rate; inflation rate; choice of techniques; endogenous technological change;

    Abstract : The objective of this study is to propose an economic development theory within the framework of input-output systems and neoclassical economics. This study consists of nine chapters which are arranged in the following manner:In Chapter I, we discuss development problems, define some essential concepts, and provide a general historical sketch of economic growth theory. READ MORE

  4. 2. The Analysis of Duration and Panel Data in Economics

    Author : Wolfgang Hess; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Exchange Rate Model; Homogeneity Testing; Panel Cointegration; Pooling; Duration of Trade; Unemployment Duration; Proportional Hazards; Unobserved Heterogeneity; Hazard Rate; Discrete-Time Duration Model; Threshold Excess Model;

    Abstract : This thesis is divided into two distinct parts. The first part contains three chapters dealing with the analysis of duration data from an econometric perspective and with application to trade durations. READ MORE

  5. 3. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling

    Author : Linus Kajsajunti; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. READ MORE

  6. 4. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

    Author : Carl Wilkens; Mats Persson; Peter Sellin; Michael Bergman; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; Economics; Nationalekonomi;

    Abstract : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. READ MORE

  7. 5. Foreign Exchange Intervention, Sterilization and Credibility in the EMS: An empirical study

    Author : Joao M. de Matos Loureiro; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Credibility; EMS; interest rate policy; intervention; monetary independence; sterilization; VAR model;

    Abstract : .... READ MORE