Search for dissertations about: "securities markets"

Showing result 1 - 5 of 9 swedish dissertations containing the words securities markets.

  1. 1. Essays on Financial Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Hans Byström; Lunds universitet.; Lund University.; [2000]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : Popular Abstract in Swedish Denna avhandling innehåller fem essäer behandlande ett antal olika frågor inom området empirisk finansiell ekonomi. Genom användandet av kvantitativa metoder är syftet att studera praktiskt relevanta problem relaterade till hur finansiella marknader fungerar. READ MORE

  2. 2. The Best There Is? An Inquiry into Best Execution Rules

    University dissertation from Stockholm : Department of Law, Stockholm University

    Author : Thomas Ordeberg; Stockholms universitet.; [2013]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; best execution; securities regulation; securities markets; MiFID; European Law; europeisk integrationsrätt;

    Abstract : Best execution obligations weigh on brokers when they execute orders to trade in shares for clients. These obligations have been seen as an outflow of general agency duties, and have been complemented by regulatory requirements related to best execution, dissemination of trading data, the handling of client orders and – in the United States – an obligation to execute at the best publicly available price or better (price protection). READ MORE

  3. 3. Essays on the Economics of Banks and Markets

    University dissertation from Stockholm : Department of Economics, Stockholm University

    Author : Ettore Panetti; Stockholms universitet.; Stockholms universitet.; [2013]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

    Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

  4. 4. Essays on Lookback and Barrier Options - A Malliavin Calculus Approach

    University dissertation from Department of Economics, Lund Universtiy

    Author : Hans-Peter Bermin; Lunds universitet.; Lund University.; [1998]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Girsanov transformations.; lookback options; Contingent claims; barrier options; hedging; pricing; arbitrage; complete markets; self-financing portfolios; Black-Scholes formula; Clark-Ocone formula; Malliavin calculus; Financial science; Finansiering;

    Abstract : This thesis consists of four theoretical essays on contingent claim analysis and its connection to Malliavin calculus. The first three papers are analyzed in the famous Black and Scholes model, while the setup of the fourth paper involves an international environment and the presence of exchange rates. READ MORE

  5. 5. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

    University dissertation from Örebro : Örebro University

    Author : David Knezevic; Örebro universitet.; [2019]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

    Abstract : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. READ MORE