Sökning: "Jörgen Blomvall"
Visar resultat 1 - 5 av 7 avhandlingar innehållade orden Jörgen Blomvall.
1. Optimization of Financial Decisions using a new Stochastic Programming Method
Sammanfattning : The topics of this dissertation are the development of a new Stochastic Programming method and the application of Stochastic Programming in finance. Stochastic Programming is an area within Operations Research that has grown considerably over the last ten years. LÄS MER
2. Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information
Sammanfattning : This dissertation is centered around two comprehensive themes: the extraction of information embedded in equity index option prices, and how to use this information in order to be able to make optimal decisions in the equity index option markets. These problems are important for decision makers in the equity index options markets, since they are continuously faced with making decisions under uncertainty given observed market prices. LÄS MER
3. Risk-Neutral and Physical Estimation of Equity Market Volatility
Sammanfattning : The overall purpose of the PhD project is to develop a framework for making optimal decisions on the equity derivatives markets. Making optimal decisions refers e.g. to how to optimally hedge an options portfolio or how to make optimal investments on the equity derivatives markets. LÄS MER
4. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization
Sammanfattning : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. LÄS MER
5. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER