Search for dissertations about: "optimal hedging"
Showing result 1 - 5 of 12 swedish dissertations containing the words optimal hedging.
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1. Calibration and Hedging in Finance
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
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2. Optimal Stopping and Model Robustness in Mathematical Finance
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
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3. Essays on Incomplete Information in Financial Markets
Abstract : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. READ MORE
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4. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization
Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE
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5. Strategy games; on survival and reproduction
Abstract : Classical evolutionary life history concerns questions such as optimal timing of maturation, life span and number of offspring. These questions have mostly been studied theoretically under the assumption that the environment is stable and without taking into account frequency and density dependence. READ MORE