Sökning: "No Hedging"

Visar resultat 1 - 5 av 10 avhandlingar innehållade orden No Hedging.

  1. 1. Robust Energy Systems. Strategies for CO2 Emission Control

    Författare :Tomas Larsson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; No Hedging; scenario analysis; IEA-MARKAL; energy planning; Hedging; carbon dioxide;

    Sammanfattning : This dissertation deals with strategies to handle uncertainty about restrictions in CO2 emissions. A method has been developed for treating sequential decisions in energy planning. The method is an extension of the conventional scenario analysis, and is based on the evaluation of decision trees. LÄS MER

  3. 2. Essays on Derivatives and Liquidity

    Författare :Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER

  4. 3. Empirical essays on financial markets, firms, and derivatives

    Författare :Niclas Hagelin; Ingrid M. Werner; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial markets; Stock markets; Future markets; Options; Derivates; Hedging; Derivathandel; Business studies; Företagsekonomi; Business Administration; företagsekonomi;

    Sammanfattning : This thesis consists of five self-contained studies. The first three investigate the impact of derivatives on the markets for the underlying assets, while the other two examine how and why firms use derivatives. A summary of each of the five studies follows. LÄS MER

  5. 4. Optimal Stopping and Model Robustness in Mathematical Finance

    Författare :Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER

  7. 5. Hedging shareholder value in an IT dependent business society : the framework BRITS

    Författare :Christer Magnusson; Detmar W Straub; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; data- och systemvetenskap; Computer and Systems Sciences;

    Sammanfattning : Business Requirements on IT Security (BRITS) is a framework that can assist IT dependent companies to hedge losses due to IT-perils financially. Using BRITS can help these companies to hedge IT perils in the same professional way as consequences of traditional perils like fire, flood, robbery are hedged and thereby secure shareholders' investments. LÄS MER