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Visar resultat 1 - 5 av 8 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. 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

  3. 2. Investor behaviour : an empirical study of how large Swedish institutional investors make equity investment decisions

    Författare :Niclas Hellman; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    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

  4. 3. Toward higher-order network models

    Författare :Ludvig Bohlin; Martin Rosvall; Ludvig Lizana; Tina Eliassi-Rad; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; network science; complex systems; complex networks; network analysis; higher-order networks; community detection; citation networks; network modeling; fysik; Physics;

    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

  5. 4. Retirement Planning: Portfolio Choice for Long-Term Investors

    Författare :Karl Erlandzon; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    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

  7. 5. Essays on Financial Markets and Macroeconomics

    Författare :Alessandra Bonfiglioli; Torsten Persson; Fabrizio Zilibotti; Ross Levine; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    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