Sökning: "Equities"
Visar resultat 1 - 5 av 8 avhandlingar innehållade ordet Equities.
1. Pricing of Some Path-Dependent Options on Equities and Commodities
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
2. Investor behaviour : an empirical study of how large Swedish institutional investors make equity investment decisions
Sammanfattning : By describing investors' decision-making processes and actions, this thesis provides a background to the share prices that millions of people follow closely everyday. It focuses on the reasons for institutional investors' investment actions on the stock market, and in particular the role of financial information about the quoted companies. LÄS MER
3. Toward higher-order network models
Sammanfattning : Complex systems play an essential role in our daily lives. These systems consist of many connected components that interact with each other. LÄS MER
4. Retirement Planning: Portfolio Choice for Long-Term Investors
Sammanfattning : This thesis consists of four papers. Common to the first three papers is the framework for analysis; a life-cycle model of a borrowing-constrained individual's consumption- and portfolio choices in the presence of uncertain labour income. The income process, taxes and pension systems are also realistically calibrated. LÄS MER
5. Essays on Financial Markets and Macroeconomics
Sammanfattning : This thesis consists of three papers, which address different aspects of financial markets and institutions.Equities and Inequality studies the relationship between investor protection the development of financial markets and income inequality. LÄS MER