Sökning: "Incomplete markets"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Incomplete markets.

1. 1. Living Transnational Financial Lives: Exploring the Everyday Financial Practices, Networks and Subjectivities of Singaporeans in Sweden

   Master-uppsats, Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi

   Författare :Yong Hao Tan; [2022]
   Nyckelord :Financialisation of everyday life; transnational migrants; everyday financial practices; networks; subjectivities; Singapore; Sweden; Social Sciences;

   Sammanfattning : This thesis examines the everyday financial lives of transnational migrants through the case of Singaporean migrants in Sweden. Drawing upon the scholarship on the financialisation of everyday life and transnational migration across economic and sociocultural geography, this thesis develops a conceptual framework that explores the everyday financial practices, networks and subjectivities that shape the lived financial realities of transnational migrants and how the complex and overlapping relationships between these different aspects of the financial everyday shapes the formation of the transnational financial subject. LÄS MER

3. 2. Return of the SPAC

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Joakim Nilsson; Philip Svensson; [2021-06-30]
   Nyckelord :SPAC; Efficient Market Hypothesis; Market anomalies; Event study; Incomplete information JEL;

   Sammanfattning : Past empirical research on Special Purpose Acquisition Companies has demonstrated long-term negative returns following the merger due to the flawed structure, mainly attributed to incomplete information. This paper examines the return of SPACs in the short-term surrounding two events: target deal announcement and merger completion. LÄS MER

4. 3. Fastighetsvärdering i koncerner : En analys av verkligt värde i finansiella rapporter

   Kandidat-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

   Författare :Malin Yngve; Sandra Helgeby; [2021]
   Nyckelord :Investment properties; IAS 40; IFRS 13; fair value; market price; valuation hierarchy; external valuation; internal valuation.; Förvaltningsfastigheter; IAS 40; IFRS 13; verkligt värde; marknadspris; värderingshierarki; extern värdering; intern värdering;

   Sammanfattning : År 2005 blev det obligatoriskt för samtliga börsnoterade företag att upprätta sin koncernredovisning enligt IFRS. Detta medförde en ökad jämförbarhet mellan företag från olika länder vilket har lett till en redovisningsmässig harmonisering. LÄS MER

5. 4. Deep Learning and the Heston Model:Calibration & Hedging

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
   Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

   Sammanfattning : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. LÄS MER

7. 5. Volatility Curves of Incomplete Markets

   Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Kateryna Chechelnytska; [2020-06-23]
   Nyckelord :Implied volatility; Incomplete markets; Trinomial option pricing model; Black-Scholes option pricing model; Risk-neutral probability;

   Sammanfattning : The graph of the implied volatility of call options as a function of the strike price is called volatility curve. If the options market were perfectly described by the Black-Scholes model, the implied volatility would be independent of the strike price and thus the volatility curve would be a at horizontal line. LÄS MER