Sökning: "kontrakt"

Visar resultat 31 - 35 av 62 avhandlingar innehållade ordet kontrakt.

1. 31. Kommunikationskvalitet hos informationssystem och affärsprocesser

   Författare :Owen Eriksson; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Computer science; Datavetenskap;

   Sammanfattning : Huvudsyftet är att analysera och utveckla begreppet kommunikationskvalitet och ett kommunikativt perspektiv på informationssystem (IS) och affärsprocesser. En grundläggande idé i avhandlingen är att kommunikation och social interaktion utgör viktiga begrepp när det gäller att analysera kvalitet i samband med IS och affärsprocesser. LÄS MER

3. 32. Option Pricing and Bayesian Learning

   Författare :Ola Jönsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

   Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER

4. 33. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

   Författare :Mats Brodén; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

   Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER

5. 34. Essays on the Acquisition of Skills in Teams

   Författare :Thomas Ericson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk teori; ekonomisk politik; ekonometri; Nationalekonomi; economic policy; economic systems; economic theory; econometrics; Economics; household production; human-capital investment; hold-up; sports; Team; ekonomiska system;

   Sammanfattning : This thesis consists of three theoretical essays on the acquisition of skills in teams. The first essay deals with the training and recruitment of football players in the European Soccer leagues. LÄS MER

7. 35. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

   Författare :Rikard Green; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

   Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER