Sökning: "Arbitrage Pricing Theory"
Visar resultat 11 - 15 av 23 uppsatser innehållade orden Arbitrage Pricing Theory.
11. Valuation of Financial Derivatives in Discrete-Time Models
Kandidat-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The core subject of financial mathematics concerns the issue of pricing financial assets such as complex financial derivatives. The pricing technique is pervaded by the concept of arbitrage: mis-pricing will be spotted and exploited, resulting in a risk free return for any arbitrageur. LÄS MER
12. Efficiency in the Nord Pool Electricity Exchange
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In recent years criticism of the electricity market has been emerging. Some claim that for Sweden, the deregulation of the power market in 1996 (and consequently Sweden’s involvement in Nord Pool) has been a driving factor of rising electricity prices and a non-efficient market for electricity. LÄS MER
13. Pricing Inflation Derivatives : A survey of short rate- and market models
Magister-uppsats, KTH/Matematisk statistikSammanfattning : This thesis presents an overview of strategies for pricing inflation derivatives. The paper is structured as follows. Firstly, the basic definitions and concepts such as nominal-, real- and inflation rates are introduced. LÄS MER
14. An Analysis of Exchange Rate Variability and Stock Returns : A Swedish Perspective
Master-uppsats, Handelshögskolan vid Umeå universitetSammanfattning : The emergence of capital markets in Asia and South America, the relaxation of foreign capital controls and the adoption of flexible exchange rate regimes has prompted heavy cross-border investments in recent years. Simultaneously, volatility in these foreign exchange markets has increased, leading to increased risk following the adoption of these flexible exchange regimes. LÄS MER
15. Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate
Master-uppsats, Handelshögskolan vid Umeå universitetSammanfattning : 1.3. Research Questions. With this in mind, the research questions of this work are: 1. LÄS MER