Sökning: "Default option"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Default option.

  1. 1. Option Pricing in Jump-to-Default Models

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

    Sammanfattning : .... LÄS MER

  3. 2. Information and Default Risk in Financial Valuation

    Författare :Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER

  4. 3. Cues, Conformity, and Choice Architecture : Empirical Essays on Influence

    Författare :Mathias Ekström; Yves Zenou; Robert Östling; Rupert Sausgruber; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Social interactions; Peer effects; Conformity; Status quo bias; Default option; Choice architecture; Altruism; Cues; Reputation; Behavioral economics; Field experiment; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three papers summarized as follows. “Can Indifference Make the World Greener?” We test whether the default option can nudge people to save resources in a simple, non-dynamic, decision task with only two alternatives, and where people have been explicitly informed about the recommended course of action. LÄS MER

  5. 4. Taxes, Nudges, and Conformity : Essays in Labor and Behavioral Economics

    Författare :Egebark Johan; Peter Fredriksson; Roope Uusitalo; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Youth unemployment; Payroll tax; Self-employment tax; Tax subsidy; Labor costs; Resource conservation; Default option; Moral appeal; Social interactions; Contagion; Natural Field Experiment; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of four papers summarized as follows.Do Payroll Tax Cuts Raise Youth Employment? We study whether payroll tax reductions are an effective means to raise youth employment. In 2007, the Swedish employer-paid payroll tax was cut on a large scale for young workers, substantially reducing labor costs for this group. LÄS MER

  7. 5. Localised Radial Basis Function Methods for Partial Differential Equations

    Författare :Victor Shcherbakov; Elisabeth Larsson; Grady B. Wright; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Partition of unity; Computational finance; Option pricing; Credit default swap; Glaciology; Fluid dynamics; Non-Newtonian flow; Anisotropic RBF; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : Radial basis function methods exhibit several very attractive properties such as a high order convergence of the approximated solution and flexibility to the domain geometry. However the method in its classical formulation becomes impractical for problems with relatively large numbers of degrees of freedom due to the ill-conditioning and dense structure of coefficient matrix. LÄS MER