Sökning: "Interest rate theory"

Visar resultat 1 - 5 av 100 avhandlingar innehållade orden Interest rate theory.

  1. 1. Essays on interest rate theory

    Författare :Mikael Elhouar; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 2. Theory of economic development : nonlinearity, instability and non-equilibrium

    Författare :Wei-Bin Zhang; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic growth and development; instability; structural change; bifurcation; non-equilibrium; centralization and decentralization; business cycle; the standard neoclassical growth model; growth rate; interest rate; inflation rate; choice of techniques; endogenous technological change;

    Sammanfattning : The objective of this study is to propose an economic development theory within the framework of input-output systems and neoclassical economics. This study consists of nine chapters which are arranged in the following manner:In Chapter I, we discuss development problems, define some essential concepts, and provide a general historical sketch of economic growth theory. LÄS MER

  4. 3. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling

    Författare :Linus Kajsajunti; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. LÄS MER

  5. 4. Target zones : theory and evidence

    Författare :Mats Kinnwall; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Prisutveckling;

    Sammanfattning : In three papers we analyze the effects on different economic variables of implementing explicit target zones for economic policy. The first paper examines and tests two different models for devaluations in a target zone. LÄS MER

  7. 5. Chartist trading in exchange rate theory

    Författare :Carina Selander; Karl-Gustaf Löfgren; Anders Vredin; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Chartist Trading; Foreign Exchange; Overshooting; Sterilized Intervention; Target Zone; Taylor Rules; Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [1] implements chartists trading in a sticky-price monetary model for determining the exchange rate. It is demonstrated that chartists cause the exchange rate to "overshoot the overshooting equilibrium" of a sticky-price monetary model. LÄS MER