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Visar resultat 1 - 5 av 43 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information

    Författare :Mathias Barkhagen; Jörgen Blomvall; Alan J. King; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Option implied information; Optimal decisions; Equity index derivatives; Stochastic programming; Local volatility surface; Real-world density;

    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. 2. Risk-Neutral and Physical Estimation of Equity Market Volatility

    Författare :Mathias Barkhagen; Jörgen Blomvall; Ou Tang; Magnus Wiktorsson; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    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. 3. Case studies in Advanced Planning Systems for Tactical Planning in Process Industries

    Författare :Ola Cederborg; Martin Rudberg; Roger Lindau; Linköpings universitet; []
    Nyckelord :APS; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : This thesis focuses on the use of Advanced Planning System (APSs) in the tactical planning process. In addition, there is a special focus towards process industries. The overall aim is to find out if and how APSs can support the tactical planning processes and add value to the company. LÄS MER

  5. 4. Sustainability and company performance : Evidence from the manufacturing industry

    Författare :Lujie Chen; Ou Tang; Andreas Feldmann; Kannan Govindan; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Empirical research; sustainable practices; company performance;

    Sammanfattning : This dissertation approaches the question of sustainability and its influence on company performance, with special focus on the manufacturing industry. In the contemporary production environment, manufacturing operations must take into account not only profit, but also environmental and social performance, in order to ensure the long-term development of the company. LÄS MER

  7. 5. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Författare :Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    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