Search for dissertations about: "thesis in finance"

Showing result 1 - 5 of 186 swedish dissertations containing the words thesis in finance.

  1. 1. Urban poverty, social exclusion and social housing finance. The case of PRODEL in Nicaragua

    University dissertation from Lund University, Housing Development & Management

    Author : Alfredo Stein; Lunds universitet.; Lund University.; [2010]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Urban poverty; Microfinance; Social exclusion; Social housing finance; Central America; Asset accumulation; Infrastructure; Financial inclusion; Nicaragua; International donors;

    Abstract : Popular Abstract in Swedish Avsikten med denna avhandling är att förstå de viktiga begreppsmässiga och operativa utmaningar som internationella biståndsgivare, liksom offentliga och privata institutioner, möter när man utformar och genomför alternativa former av sociala bostadsfinansiering som skall vara inkluderande för den fattiga urbana befolkningen. Avhandllingen försöker besvara tre frågor, baserat på en studie av verksamheten vid stiftelsen PRODEL i tre städer i Nicaragua: - Vilka är begränsningarna som den fattiga urbana befolkningen möter i finansieringen av det stegvisa byggandet av sin privata bostad och kollektiva tillgångar? - Hur kommer det sig att mikrofinansiering av bostäder inte alltid når de fattigaste urbana grupperna? - Hur påverkas internationella biståndsgivare och regeringar i sin politik, och lokala finansieringsinstitutioner, av motsatsförhållandet i målen att uppnå finansiell hållbarhet och ökad finansiell inkludering? För att besvara dessa frågor använder författaren ett realistiskt tillvägagångssätt liksom även en kritisk fallstudiemetodik lånad från disciplinerna statsvetenskap och historia, för att förklara trender och komplexiteter i ämnet. READ MORE

  2. 2. Calibration and Hedging in Finance

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Love Lindholm; KTH.; [2014]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    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

  3. 3. Labor, Trade and Finance Essays in Applied Economics

    University dissertation from Department of Economics, Stockholm University

    Author : Mengyi Cao; Stockholms universitet.; [2017]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Human Capital; Education; Home Equity; International Trade; Pension Plan; Economics; nationalekonomi;

    Abstract : Essay I: Credit Constraint and College Attendance. This paper shows that housing wealth alleviate credit constraints for potential college attendees by enabling home owners to extract equity from their property and invest it in the education. READ MORE

  4. 4. Credit and Finance in the Macroeconomy

    University dissertation from Stockholm : Nationalekonomiska institutionen

    Author : Giovanni Favara; Stockholms universitet.; [2006]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit; finance; macroeconomy; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : Agency Costs, Net Worth and Endogenous Business Fluctuations. This essay proposes a theory of endogenous business fluctuations. A central tenet of the theory is that investment decisions depend upon entrepreneurs' incentive to exert effort and investors' incentive to control entrepreneurs. READ MORE

  5. 5. Essays in Quantitative Finance

    University dissertation from Stockholm : Nationalekonomiska institutionen

    Author : Patrik Karlsson; Lunds universitet.; Lund University.; [2016-12-19]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit valuation adjustment CVA ; derivative pricing; interest rate derivatives; Monte Carlo simulation;

    Abstract : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. READ MORE