Search for dissertations about: "pricing analysis"

Showing result 1 - 5 of 111 swedish dissertations containing the words pricing analysis.

  2. 1. On the pricing equations of some path-dependent options

    Author : Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Abstract : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. READ MORE

  4. 2. Option Pricing in Jump-to-Default Models

    Author : Hannah Dyrssen; Erik Ekström; Boualem Djehiche; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Abstract : .... READ MORE

  5. 3. Payment Efficiency and Payment Pricing : Four Essays

    Author : Magnus Willesson; Ted Lindblom; Björn Lantz; Mats Bergman; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; payments; bank; efficiency; pricing; technical change; two-sided networks; price bundling; Payments; bank; efficiency; pricing; technical change; two-sided networks; price bundling;

    Abstract : The four essays in this Doctoral thesis provide new evidence of efficiency in electronic payments and banks due to the technological change in payment distribution systems and how banks can utilize and develop their pricing of payments in the presence of changing technology.“Benefits from a Changing Payment Technology in European Banking” identifies cost savings from technical change in European banking. READ MORE

  6. 4. 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

  7. 5. Transport and location analysis

    Author : Jonas Eliasson; KTH; []
    Keywords : transport; land use; models; location; logit; road pricing; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : This dissertation consists of seven papers. InTime and income constraints in discrete choice models withan application to mode choice, we discuss how variouseffects of time and income constraints can be included indiscrete choice models. READ MORE