Sökning: "An Cliquet"

Hittade 2 avhandlingar innehållade orden An Cliquet.

  1. 1. The Big Bad EU? Species Protection and European Federalism : A Case Study of Wolf Conservation and Contestation in Sweden

    Författare :Yaffa Epstein; Jan Darpö; An Cliquet; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Habitats Directive; species protection; subsidiarity; Endangered Species Act;

    Sammanfattning : This dissertation examines how eco-knowledge intersects with the changes to EU legal cultures and practices known as eurolegalism. This conjunction has created a mechanism for the extension of EU law in the Member States even in the face of a weakened EU. LÄS MER

  3. 2. Pricing of Some Path-Dependent Options on Equities and Commodities

    Författare :Mats Kjaer; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

    Sammanfattning : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. LÄS MER