Sökning: "bond market"

Visar resultat 1 - 5 av 26 avhandlingar innehållade orden bond market.

  1. 1. Essays on Art Markets insight from the international sculpture auction market

    Detta är en avhandling från Umeå : Umeå Universitet

    Författare :Rustam Vosilov; Umeå universitet.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Art markets; asset pricing; art finance; art economics; art auctions; sculpture market; art as alternative investment; art pricing; företagsekonomi; Business Studies;

    Sammanfattning : The main purpose of this thesis is to investigate the viability of sculpture as a potential alternative investment. This goal is achieved through partly assessing the market quality of the auction market for sculptures and partly by studying their long-run diversification potential. LÄS MER

  2. 2. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

    Detta är en avhandling från Stockholm : KTH

    Författare :Raul Tempone Olariaga; KTH.; [2002]
    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; MATHEMATICS Applied mathematics Numerical analysis; MATEMATIK Tillämpad matematik 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

  3. 3. Weak approximation of ItÔ stochastic differential equations and related adaptive algorithms

    Detta är en avhandling från Stockholm : KTH

    Författare :Raúl Tempone Olariaga; KTH.; [2000]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adaptive methods; A posteriori error estimates; Stochastic differential equations; Monte Carlo methods; HJM model; Option price; Bond market; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : .... LÄS MER

  4. 4. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

    Detta är en avhandling från Stockholm : Nationalekonomiska institutionen

    Författare :Carl Wilkens; Stockholms universitet.; [2005]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Sammanfattning : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. LÄS MER

  5. 5. The Macroeconomics of the Term Structure of Interest Rates

    Detta är en avhandling från Stockholm : Department of Economics, Stockholm University

    Författare :Paolo Zagaglia; Stockholms universitet.; [2009]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; term structure of interest rates; monetary policy; money market; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four papers, summarized as follows."The Term Structure of Interest Rates and the Monetary Transmission Mechanism"This paper provides empirical evidence that the term structure of interest rates is an integral part of the monetary transmission mechanism. LÄS MER