Sökning: "optimal liquidation"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden optimal liquidation.
1. Optimal Sequential Decisions in Hidden-State Models
Sammanfattning : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. LÄS MER
2. Optimal timing decisions in financial markets
Sammanfattning : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. LÄS MER
3. Calibration, Optimality and Financial Mathematics
Sammanfattning : This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility.In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. LÄS MER
4. Rekonstruktion av företag inom insolvenslagstiftningens ramar : en jämförande studie av svensk och amerikansk insolvensrätt
Sammanfattning : Insolvency law is the rooth of commercial and financial law because it obliges the legislator to chose. There is not enough money to go round so the law must chose who to pay. The law must always decide who is to bear the risk so there is always a winner and a loser. LÄS MER
5. Macroeconomic aspects of capital flows to small open economies in transition
Sammanfattning : With the internationalization of financial markets, short-term capital flows to emerging market economies have become an important phenomenon in the world. The papers in this dissertation are concerned with investigating the effects of such flows in the receiving countries. LÄS MER