Sökning: "Price Equation"

Visar resultat 1 - 5 av 33 avhandlingar innehållade orden Price Equation.

  1. 1. The Dynamic Behavior of Prices and Investment: Financial Constraints and Customer Markets

    Författare :Magnus Lundin; Nils Gottfries; Robert Chirinko; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Customer Markets; Financial Constraints; Price Equation; Investment Equation; User Cost of Capital; Nationalekonomi; Economics; Nationalekonomi;

    Sammanfattning : Chapter II (with Nils Gottfries and Charlotte Bucht) explores the interaction between prices and investment. We construct a dynamic model of a financially constrained firm making pricing and investment decisions. LÄS MER

  3. 2. Credit risk and forward price models

    Författare :Raquel M Gaspar; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. LÄS MER

  4. 3. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

    Författare :Raul Tempone Olariaga; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

    Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER

  5. 4. Essays on Household Behavior and Time-Use

    Författare :Daniel Hallberg; Daniel S. Hamermesh; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Time-use; Household behavior; Slutsky matrix; Income-pooling; Household labor supply; Child care; Family economics; Simultaneous equation system; Process benefits; Synchronous leisure; Working hours; Togetherness; Statistical matching; Aggregation bias; House price; Volume of trade; Search; Nationalekonomi; Tidsanvändning; Hushållsbeteende; Slutsky matris; Inkomstsammanslagning; Hushållets arbetsutbud; Barnomsorg; Familjeekonomi; Simultana ekvationssystem; Aktivitetsnytta; Samtidig fritid; Arbetstider; Samhörighet; Statistisk matching; Aggregeringsbias; Huspriser; Omsättningsvolym; Sökning.; Economics; Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : Essay 1 studies the household's decision to supply labor and tests if the so-called unitary model holds. What is subject to a test is the resulting symmetry of the Slutsky matrix, i.e., that the compensated cross-wage effects are equal. LÄS MER

  7. 5. Bayesian Inference in Structural Second-Price Auctions

    Författare :Bertil Wegmann; Mattias Villani; Samita Sareen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. LÄS MER