Sökning: "Dividend"

Visar resultat 11 - 15 av 29 avhandlingar innehållade ordet Dividend.

1. 11. Calibration, Optimality and Financial Mathematics

   Författare :Bing Lu; Erik Ekström; Stephane Villeneuve; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; perpetual put option; calibration of models; piecewise constant volatility; optimal liquidation of an asset; incomplete information; optimal stopping; jump-diffusion model; optimal distribution of dividends; singular stochastic control; implied volatility; exponential Lévy models; short-time asymptotic behavior.;

   Sammanfattning : This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility.In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. LÄS MER

3. 12. Essays on the term structure of interest rates and long-run risks

   Författare :Henrik Hasseltoft; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. LÄS MER

4. 13. Essays on Financial Risks and the Subprime Crisis

   Författare :Emanuel Alfranseder; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

   Sammanfattning : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. LÄS MER

5. 14. Essays on Incomplete Information in Financial Markets

   Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

   Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER

7. 15. Essays in company valuation

   Författare :Joakim Levin; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This dissertation focuses on models for company (equity) valuation. Company valuation has many interacting components. Essay 1, On the Fundamentals of Company Valuation, discusses the different roles of these components and shows how their interaction can be captured in a valuation framework. LÄS MER