Sökning: "price model survey"

Visar resultat 6 - 10 av 28 avhandlingar innehållade orden price model survey.

  1. 6. Asset Pricing Models with Stochastic Volatility

    Författare :Jean-Paul Murara; Sergei Silvestrov; George Fodor; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. LÄS MER

  3. 7. Market Models with Stochastic Volatility

    Författare :Jean-Paul Murara; Sergei Silvestrov; Guglielmo D’Amico; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Financial Markets is an interesting wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, six papers and appendices, we deal with market models with stochastic volatility in order to understand some financial derivatives, mainly European options. LÄS MER

  4. 8. Essays on Energy Demand and Household Energy Choice

    Författare :Amin Karimu; Runar Brännlund; Jonas Nordström; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Choice Probability; derivatives; energy policy; gasoline demand; propensity score; tax simulation; unobserved trend; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained papers related to energydemand and household cooking energy.Paper [I] examine the impact of price, income and non-economicfactors on gasoline demand using a structural time series model. LÄS MER

  5. 9. On Money and Consumption

    Författare :Erik Öberg; Per Krusell; Marco Bassetto; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; nationalekonomi;

    Sammanfattning : Price Level Determination When Tax Payments Are Required in Money. We formalize the idea that the price level can be determined by a requirement that taxes be paid in money. LÄS MER

  7. 10. Tracing the drivers of B2B brand strength and value

    Författare :Niklas Bondesson; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; industrial branding; Brand equity; business-to-business; consumer behaviour; brand image; brand strength; customer loyalty.; brand value;

    Sammanfattning : By building a strong brand that is favourably perceived by target customers, a firm can establish a competitive advantage that enables greater revenues and profitability. This is at least what the branding literature always has assumed, and something few marketing and brand managers seem to disagree with. LÄS MER