Search for dissertations about: "mathematical finance"

Showing result 1 - 5 of 19 swedish dissertations containing the words mathematical finance.

  2. 1. Optimal stopping and incomplete information in finance

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

    Abstract : .... READ MORE

  4. 2. Essays in Finance Related Problems with PDE Approach

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

  5. 3. Role of Information and Heterogeneous Beliefs in Finance

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

    Abstract : .... READ MORE

  6. 4. Optimal Stopping and Model Robustness in Mathematical Finance

    Author : Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; 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

  7. 5. On Lévy Processes in Mathematical Finance

    Author : Ulrika Trolle; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. READ MORE