Sökning: "International Arbitrage"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden International Arbitrage.

  1. 1. Games and Markets - Essays on Communication, Coordination and Multi-Market Competition

    Författare :Mattias Ganslandt; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International Arbitrage; Trade Liberalization; Market Access; International Oligopoly; Integrated Markets; Segmented Markets; Economic Integration; Monopolization; Entry Deterrence; Bounded Rationality; Team Behavior; Simplicity; Language; Communication; Strategic Uncertainty; Coordination Games; Equilibrium Selection; Price Discrimination; Externalities; Management of enterprises; Företagsledning; management;

    Sammanfattning : This thesis consists of a collection of essays on coordination in games and competition in international oligopolies. The first essay presents a theoretical analysis of a simple coordination game in which players simultaneously choose efforts from a compact interval. The original game has a continuum of Pareto-ranked equilibria. LÄS MER

  3. 2. Decentralized Finance and Central Bank Communication

    Författare :Magnus Hansson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Decentralized Finance; Decentralized Exchanges; Constant Product Markets; Arbitrage; Ethereum Blockchain; Automated Market Makers; Price Discovery; Market Microstructure; Maximal Extractable Value; Central Bank Communication; Textual Analysis; Narrative Economics;

    Sammanfattning : This dissertation investigates two distinct areas within the financial literature: Decentralized finance (DeFi) and central bank communication. Both areas have experienced significant changes in the past decade, posing new challenges to the international financial system. LÄS MER

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

    Författare :Hans-Peter Bermin; Nationalekonomiska institutionen; []
    Nyckelord :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;

    Sammanfattning : 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. LÄS MER

  5. 4. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER

  7. 5. Explorations in the New Economic Geography

    Författare :Fredrik Gallo; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Internationell ekonomi; International commerce; Majority Voting; Core-Periphery Model; Market Size Effect; Spatial Cournot Competition; Technological Lock-In; Technological Leapfrogging; Agglomeration; New Economic Geography;

    Sammanfattning : The point of departure of this thesis is the rapidly growing research field known as the New Economic Geography (NEG). It consists of four chapters, one introductory chapter and three self-contained theoretical studies. The chapters may be summarised as follows. The first chapter gives a brief account of the NEG. LÄS MER