Sökning: "Financial Analysis"

Visar resultat 21 - 25 av 557 avhandlingar innehållade orden Financial Analysis.

1. 21. Essays in Finance Related Problems with PDE Approach

   Författare :Sadna Sajadini; Henrik Shah Gholian; Jonas Tysk; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory. LÄS MER

3. 22. An Economic Backbone of Development : Essays in Financial and Political Economy

   Författare :Jon Olofsson; Andreas Madestam; Björn Tyrefors; Marieke Bos; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial Economics; Development Economics; Banking; Innovation; Industrial Development; Political Economy; Police; Economics; nationalekonomi;

   Sammanfattning : The thesis consists of three self-contained essays.Local Banking and Historical Innovation: the Effect of Swedish Savings BanksHow does access to credit affect innovation at the early stages of development? This essay uses digitized records from the Swedish savings banks movement, in combination with novel data on the universe of historical patenting, to study how savings banks affected innovation in Sweden between 1900 and 1949, a period when the country was still a developing economy. LÄS MER

4. 23. Essays on Financial Models

   Författare :Henrik Amilon; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

   Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER

5. 24. Financial Volatility and Time-Varying Risk Premia

   Författare :Peter Hördahl; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

   Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER

7. 25. 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