Sökning: "pricing model"

Visar resultat 1 - 5 av 161 avhandlingar innehållade orden pricing model.

  1. 1. Pricing corporate debt

    Författare :Joel Reneby; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The thesis builds a model for pricing the liabilities of a firm. The liabilities - stocks, loans, bonds - fundamentally all depend on the value of the firm's assets. LÄS MER

  3. 2. Network capacity sharing with QoS as a financial derivative pricing problem : algorithms and network design

    Författare :Lars Rasmusson; KTH; []
    Nyckelord :Computer network architecture; bandwidth trading; inter-domain Quality-of-Service; pricing; combinatorial allocation; financial derivative pricing; stochastic modeling;

    Sammanfattning : A design of anautomatic network capacity markets, oftenreferred to as a bandwidth market, is presented. Three topicsare investigated. First, a network model is proposed. Theproposed model is based upon a trisection of the participantroles into network users, network owners, and market middlemen. LÄS MER

  4. 3. Implementing Road Pricing : Standards, Institutions, Costs, and Public Acceptance

    Författare :Carl J. Hamilton; Jonas Eliasson; Robert Lindsey; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Much has been researched and written about road pricing, and especially how it affects traffic flow, congestion, the environment, and social welfare in general. This doctoral thesis analyses the implementation of road user charges rather than its effects. The dissertation consists of five separate papers, each addressing a subset of the topic. LÄS MER

  5. 4. Optimal Stopping and Model Robustness in Mathematical Finance

    Författare :Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER

  7. 5. Essays on Financial Markets and the Macroeconomy

    Författare :Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER