Sökning: "incomplete markets"

Visar resultat 6 - 10 av 13 uppsatser innehållade orden incomplete markets.

1. 6. Intraday Volatility Surface Calibration

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Tobias Blomé; Adam Törnqvist; [2020]
   Nyckelord :;

   Sammanfattning : On the financial markets, investors search to achieve their economical goals while simultaneously being exposed to minimal risk. Volatility surfaces are used for estimating options' implied volatilities and corresponding option prices, which are used for various risk calculations. LÄS MER

3. 7. Reducing Inequality via Taxation Reforms - a Macroeconomic Analysis

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Lukas Neuhauser; [2017]
   Nyckelord :Inequality; redistribution; taxation reforms; welfare effects; incomplete markets;

   Sammanfattning : Since the 1980s income and wealth inequality has been increasing in Europe and the United States. This paper examines taxation reform scenarios to reduce inequality in Germany, while simultaneously observing the effects on macroeconomic variables. LÄS MER

4. 8. Irreversible Investments under Uncertainty and Inside-ownership. Real Option Approach in a Reduced Form Hazard Model

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Magnus Brandt; Jesper Börjesson; [2015-07-13]
   Nyckelord :Real options; irreversibility; hazard model; inside-ownership; systematic risk; idiosyncratic risk;

   Sammanfattning : This thesis investigates the probability of making a marginal investment in 33 Swedish Large Cap firms from 2005 to 2015. We use marginal rate of return as a trigger event in an option to delay. This is then examined in a reduced form hazard model using the Black & Scholes option parameters. LÄS MER

5. 9. Time-Varying Uncertainty and Durable Adjustment

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Carlo Zanella; [2015]
   Nyckelord :Uncertainty; Durable goods; Fixed adjustment costs; Business cycle;

   Sammanfattning : A large share of demand fluctuations over the business cycle are due to fluctuations in consumer spending on durable goods. Households adjust their durable holdings infrequently, and adjustment is even less likely when the economy is in a recession than when it is in an expansion. LÄS MER

7. 10. Contracting out elderly care services: Is quality affected?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Andreas Karlsson; [2013]
   Nyckelord :Contracting out; Objectives; Quality of care; Incomplete contracts;

   Sammanfattning : Objectives, incentives and markets. These factors are closely intertwined, almost bundled in a package. In this paper my intent is to unbundle them; look closer at these components in an effort to investigate if there are quality differences between private and public special housing accommodations in Sweden. LÄS MER