Sökning: "Options"

Visar resultat 1 - 5 av 1130 avhandlingar innehållade ordet Options.

  1. 1. Essays on Financial Options : Employee Stock Options and Reinsurance Pricing

    Författare :Kamil Kladivko; Jonas Andersson; Knut Aase; Mihail Zervos; Örebro universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 2. On the pricing of barrier options and related problems

    Författare :Per Hörfelt; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; barrier options; discrete barrier options; rabate options; Brownian motion; heavy traffic approximation; random walk; trinomial method; explicit finite difference method; heat equation; discrete barrier options;

    Sammanfattning : .... LÄS MER

  4. 3. Essays on VIX Futures and Options

    Författare :Bujar Huskaj; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NIG; Long memory; Futures; FIGARCH; FIAPARCH; Options; Realized volatility; VaR; VIX; Volume;

    Sammanfattning : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. LÄS MER

  5. 4. Essays on Equity Options

    Författare :Malin Engström; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Options Finance ; Optioner;

    Sammanfattning : .... LÄS MER

  7. 5. On the pricing equations of some path-dependent options

    Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER