Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(DERIVATIVE PRODUCTS FINANCE ). Showing records 1 – 30 of 17612 total matches.

[1] [2] [3] [4] [5] … [588]

Search Limiters

Last 2 Years | English Only

Degrees

Levels

Languages

Country

▼ Search Limiters

1. Qi, Ziqiong. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.

Degree: Docteur es, Sciences de gestion, 2014, Rennes 1

Cette thèse de doctorat s’articule en trois chapitres. Le premier chapitre s’attache à trouver les déterminants principaux des variations hebdomadaires des marges de CDS, en… (more)

Subjects/Keywords: Finance; Risque; Marchés; Produits dérivés; Credit Default SWAPS; Finance; Risk; Market; Derivative products; Cds

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Qi, Z. (2014). Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2014REN1G025

Chicago Manual of Style (16th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Doctoral Dissertation, Rennes 1. Accessed January 19, 2020. http://www.theses.fr/2014REN1G025.

MLA Handbook (7th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Web. 19 Jan 2020.

Vancouver:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Internet] [Doctoral dissertation]. Rennes 1; 2014. [cited 2020 Jan 19]. Available from: http://www.theses.fr/2014REN1G025.

Council of Science Editors:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Doctoral Dissertation]. Rennes 1; 2014. Available from: http://www.theses.fr/2014REN1G025


Rutgers University

2. Li, Yubin, 1988-. Three essays on accounting information and financial derivatives.

Degree: PhD, Management, 2015, Rutgers University

My dissertation comprises of three essays: 1) Accounting information and financial derivatives: a literature review 2) The Effect of Option Transaction Costs on Informed Trading… (more)

Subjects/Keywords: Derivative securities; Swaps (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, Yubin, 1. (2015). Three essays on accounting information and financial derivatives. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/48799/

Chicago Manual of Style (16th Edition):

Li, Yubin, 1988-. “Three essays on accounting information and financial derivatives.” 2015. Doctoral Dissertation, Rutgers University. Accessed January 19, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/48799/.

MLA Handbook (7th Edition):

Li, Yubin, 1988-. “Three essays on accounting information and financial derivatives.” 2015. Web. 19 Jan 2020.

Vancouver:

Li, Yubin 1. Three essays on accounting information and financial derivatives. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2020 Jan 19]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/48799/.

Council of Science Editors:

Li, Yubin 1. Three essays on accounting information and financial derivatives. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/48799/


Rochester Institute of Technology

3. Rojas Arciniegas, Alvano Jose. A selection framework for derivative products: Development of an impact metric and platform value assessment methodology.

Degree: Industrial and Systems Engineering, 2008, Rochester Institute of Technology

  In today’s product development environment, most companies develop product platforms due to the time and cost advantages that are reaped on subsequent development efforts.… (more)

Subjects/Keywords: Derivative products; Platform; Selection framework

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rojas Arciniegas, A. J. (2008). A selection framework for derivative products: Development of an impact metric and platform value assessment methodology. (Thesis). Rochester Institute of Technology. Retrieved from https://scholarworks.rit.edu/theses/5688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rojas Arciniegas, Alvano Jose. “A selection framework for derivative products: Development of an impact metric and platform value assessment methodology.” 2008. Thesis, Rochester Institute of Technology. Accessed January 19, 2020. https://scholarworks.rit.edu/theses/5688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rojas Arciniegas, Alvano Jose. “A selection framework for derivative products: Development of an impact metric and platform value assessment methodology.” 2008. Web. 19 Jan 2020.

Vancouver:

Rojas Arciniegas AJ. A selection framework for derivative products: Development of an impact metric and platform value assessment methodology. [Internet] [Thesis]. Rochester Institute of Technology; 2008. [cited 2020 Jan 19]. Available from: https://scholarworks.rit.edu/theses/5688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rojas Arciniegas AJ. A selection framework for derivative products: Development of an impact metric and platform value assessment methodology. [Thesis]. Rochester Institute of Technology; 2008. Available from: https://scholarworks.rit.edu/theses/5688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Vehviläinen, Iivo. Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market.

Degree: 2004, Helsinki University of Technology

This thesis models competitive electricity markets using the methods of mathematical finance. Fundamental problems of finance are market price modelling, derivative pricing, and optimal portfolio… (more)

Subjects/Keywords: mathematical finance; electricity markets; risk management; derivative pricing; stochastic modelling

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vehviläinen, I. (2004). Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market. (Thesis). Helsinki University of Technology. Retrieved from http://lib.tkk.fi/Diss/2004/isbn9512274027/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vehviläinen, Iivo. “Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market.” 2004. Thesis, Helsinki University of Technology. Accessed January 19, 2020. http://lib.tkk.fi/Diss/2004/isbn9512274027/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vehviläinen, Iivo. “Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market.” 2004. Web. 19 Jan 2020.

Vancouver:

Vehviläinen I. Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market. [Internet] [Thesis]. Helsinki University of Technology; 2004. [cited 2020 Jan 19]. Available from: http://lib.tkk.fi/Diss/2004/isbn9512274027/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vehviläinen I. Applying Mathematical Finance Tools to the Competitive Nordic Electricity Market. [Thesis]. Helsinki University of Technology; 2004. Available from: http://lib.tkk.fi/Diss/2004/isbn9512274027/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cleveland State University

5. Iren, Perihan. Information Disclosure and Banking Sector Performance and Stability.

Degree: Doctor of Business Administration, Nance College of Business Administration, 2010, Cleveland State University

 Over the last decade, financial and capital markets have grown very rapidly and the markets have become more complex as a result of increased used… (more)

Subjects/Keywords: Finance; bank; DISCLOSURE; securitization; SSBI; DARI; credit derivative; ROA

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Iren, P. (2010). Information Disclosure and Banking Sector Performance and Stability. (Doctoral Dissertation). Cleveland State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=csu1277996727

Chicago Manual of Style (16th Edition):

Iren, Perihan. “Information Disclosure and Banking Sector Performance and Stability.” 2010. Doctoral Dissertation, Cleveland State University. Accessed January 19, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=csu1277996727.

MLA Handbook (7th Edition):

Iren, Perihan. “Information Disclosure and Banking Sector Performance and Stability.” 2010. Web. 19 Jan 2020.

Vancouver:

Iren P. Information Disclosure and Banking Sector Performance and Stability. [Internet] [Doctoral dissertation]. Cleveland State University; 2010. [cited 2020 Jan 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=csu1277996727.

Council of Science Editors:

Iren P. Information Disclosure and Banking Sector Performance and Stability. [Doctoral Dissertation]. Cleveland State University; 2010. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=csu1277996727


Drexel University

6. Gyoshev, Stanley Bojidarov. Synthetic repurchase programs through put derivatives: theory and evidence.

Degree: 2001, Drexel University

A Synthetic Repurchase is an open market share repurchase program enhanced with sales of put derivatives on the firm’s own stock. Microsoft, in 1999, using… (more)

Subjects/Keywords: Derivative securities; Stock repurchasing; Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gyoshev, S. B. (2001). Synthetic repurchase programs through put derivatives: theory and evidence. (Thesis). Drexel University. Retrieved from http://hdl.handle.net/1860/45

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gyoshev, Stanley Bojidarov. “Synthetic repurchase programs through put derivatives: theory and evidence.” 2001. Thesis, Drexel University. Accessed January 19, 2020. http://hdl.handle.net/1860/45.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gyoshev, Stanley Bojidarov. “Synthetic repurchase programs through put derivatives: theory and evidence.” 2001. Web. 19 Jan 2020.

Vancouver:

Gyoshev SB. Synthetic repurchase programs through put derivatives: theory and evidence. [Internet] [Thesis]. Drexel University; 2001. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/1860/45.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gyoshev SB. Synthetic repurchase programs through put derivatives: theory and evidence. [Thesis]. Drexel University; 2001. Available from: http://hdl.handle.net/1860/45

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

7. Shi, Chao. Essays on derivatives pricing in financial engineering.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis is written based on our investigations of derivatives pricing methods in the field of financial engineering. The first part proposes a closed-form asymptotic… (more)

Subjects/Keywords: Options (Finance) ; Prices ; Mathematical models ; Derivative securities ; Financial engineering

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shi, C. (2014). Essays on derivatives pricing in financial engineering. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-71609 ; https://doi.org/10.14711/thesis-b1333952 ; http://repository.ust.hk/ir/bitstream/1783.1-71609/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shi, Chao. “Essays on derivatives pricing in financial engineering.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed January 19, 2020. http://repository.ust.hk/ir/Record/1783.1-71609 ; https://doi.org/10.14711/thesis-b1333952 ; http://repository.ust.hk/ir/bitstream/1783.1-71609/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shi, Chao. “Essays on derivatives pricing in financial engineering.” 2014. Web. 19 Jan 2020.

Vancouver:

Shi C. Essays on derivatives pricing in financial engineering. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2020 Jan 19]. Available from: http://repository.ust.hk/ir/Record/1783.1-71609 ; https://doi.org/10.14711/thesis-b1333952 ; http://repository.ust.hk/ir/bitstream/1783.1-71609/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shi C. Essays on derivatives pricing in financial engineering. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: http://repository.ust.hk/ir/Record/1783.1-71609 ; https://doi.org/10.14711/thesis-b1333952 ; http://repository.ust.hk/ir/bitstream/1783.1-71609/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Corbet, Shaen. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.

Degree: 2012, RIAN

 This thesis investigates the effects of the introduction of new financial derivative products on exchange volatility, efficiency and liquidity. The derivatives under primary investigation are… (more)

Subjects/Keywords: Economics, Finance & Accounting; new derivative introduction; exchange volatility; efficiency; liquidity

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Corbet, S. (2012). Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. (Thesis). RIAN. Retrieved from http://eprints.maynoothuniversity.ie/4214/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Corbet, Shaen. “Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.” 2012. Thesis, RIAN. Accessed January 19, 2020. http://eprints.maynoothuniversity.ie/4214/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Corbet, Shaen. “Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity.” 2012. Web. 19 Jan 2020.

Vancouver:

Corbet S. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. [Internet] [Thesis]. RIAN; 2012. [cited 2020 Jan 19]. Available from: http://eprints.maynoothuniversity.ie/4214/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Corbet S. Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity. [Thesis]. RIAN; 2012. Available from: http://eprints.maynoothuniversity.ie/4214/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rhodes University

9. Glover, Elistan Nicholas. Analytic pricing of American put options.

Degree: Faculty of Science, Statistics, 2009, Rhodes University

 American options are the most commonly traded financial derivatives in the market. Pricing these options fairly, so as to avoid arbitrage, is of paramount importance.… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Derivative securities  – Prices  – Mathematical models; Finance  – Mathematical models; Martingales (Mathematics)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Glover, E. N. (2009). Analytic pricing of American put options. (Thesis). Rhodes University. Retrieved from http://hdl.handle.net/10962/d1002804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Thesis, Rhodes University. Accessed January 19, 2020. http://hdl.handle.net/10962/d1002804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Web. 19 Jan 2020.

Vancouver:

Glover EN. Analytic pricing of American put options. [Internet] [Thesis]. Rhodes University; 2009. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/10962/d1002804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Glover EN. Analytic pricing of American put options. [Thesis]. Rhodes University; 2009. Available from: http://hdl.handle.net/10962/d1002804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

10. Caldeira, Melissa Catarina da Cunha Mendes. Case study : trading options at BNP Paribas.

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

O presente estudo de caso serve para demonstrar algumas das tarefas e funções desempenhadas no dia-a-dia de uma equipa de operações de… (more)

Subjects/Keywords: Mercados de Bolsa; Arbitragem; Produtos Derivados; Trading; Arbitrage; Market-making; Derivative Products

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Caldeira, M. C. d. C. M. (2015). Case study : trading options at BNP Paribas. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11076

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Caldeira, Melissa Catarina da Cunha Mendes. “Case study : trading options at BNP Paribas.” 2015. Thesis, Technical University of Lisbon. Accessed January 19, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11076.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Caldeira, Melissa Catarina da Cunha Mendes. “Case study : trading options at BNP Paribas.” 2015. Web. 19 Jan 2020.

Vancouver:

Caldeira MCdCM. Case study : trading options at BNP Paribas. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2020 Jan 19]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11076.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Caldeira MCdCM. Case study : trading options at BNP Paribas. [Thesis]. Technical University of Lisbon; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11076

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pennsylvania

11. Smith, Kevin. Essays On Information And Derivative Markets.

Degree: 2018, University of Pennsylvania

 In the first chapter ("Option Prices and Disclosure: Theory and Measurement"), I develop an option-pricing model that formally incorporates a disclosure event. The model suggests… (more)

Subjects/Keywords: Derivative pricing; Disclosure; Information asymmetry; Option pricing; Variance risk; Accounting; Economics; Finance and Financial Management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Smith, K. (2018). Essays On Information And Derivative Markets. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/2830

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Smith, Kevin. “Essays On Information And Derivative Markets.” 2018. Thesis, University of Pennsylvania. Accessed January 19, 2020. https://repository.upenn.edu/edissertations/2830.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Smith, Kevin. “Essays On Information And Derivative Markets.” 2018. Web. 19 Jan 2020.

Vancouver:

Smith K. Essays On Information And Derivative Markets. [Internet] [Thesis]. University of Pennsylvania; 2018. [cited 2020 Jan 19]. Available from: https://repository.upenn.edu/edissertations/2830.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Smith K. Essays On Information And Derivative Markets. [Thesis]. University of Pennsylvania; 2018. Available from: https://repository.upenn.edu/edissertations/2830

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Elias-Ugarte, Daniel. Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 .

Degree: 2018, Universidad de Lima

 Presenta un conjunto de las empresas peruanas de diferentes sectores que cotizan en la Bolsa de Valores de Lima para ver el efecto de la… (more)

Subjects/Keywords: Cobertura de riesgos; Tipo de cambio; Derivados financieros; Hedging (Finance); Exchange rate; Derivative securities

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Elias-Ugarte, D. (2018). Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 . (Thesis). Universidad de Lima. Retrieved from http://repositorio.ulima.edu.pe/handle/ulima/8068

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Elias-Ugarte, Daniel. “Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 .” 2018. Thesis, Universidad de Lima. Accessed January 19, 2020. http://repositorio.ulima.edu.pe/handle/ulima/8068.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Elias-Ugarte, Daniel. “Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 .” 2018. Web. 19 Jan 2020.

Vancouver:

Elias-Ugarte D. Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 . [Internet] [Thesis]. Universidad de Lima; 2018. [cited 2020 Jan 19]. Available from: http://repositorio.ulima.edu.pe/handle/ulima/8068.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Elias-Ugarte D. Caso: análisis de la importancia de cobertura cambiaria mediante forwards para empresas peruanas 2015-2018 . [Thesis]. Universidad de Lima; 2018. Available from: http://repositorio.ulima.edu.pe/handle/ulima/8068

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

13. Zheng, Wendong. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.

Degree: 2012, Hong Kong University of Science and Technology

 Volatility derivatives are a class of derivative products whose payoffs are closely associated with the volatility of some underlying asset. They have gained more and… (more)

Subjects/Keywords: Derivative securities  – Prices  – Mathematical models ; Hedging (Finance)  – Mathematical models ; Stochastic processes  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, W. (2012). Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7701 ; https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Wendong. “Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed January 19, 2020. http://repository.ust.hk/ir/Record/1783.1-7701 ; https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Wendong. “Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.” 2012. Web. 19 Jan 2020.

Vancouver:

Zheng W. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2020 Jan 19]. Available from: http://repository.ust.hk/ir/Record/1783.1-7701 ; https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng W. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: http://repository.ust.hk/ir/Record/1783.1-7701 ; https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

14. Cui, Shidong MATH. Dual-curve term structure models for post-crisis interest rate derivatives markets.

Degree: 2018, Hong Kong University of Science and Technology

 Linkage between risk-free rates and Libor rates broke down during the financial crisis as LIBOR-OIS spreads and basis swap spreads exploded. Nowadays, the multi-curve modeling… (more)

Subjects/Keywords: Derivative securities ; Mathematical models ; Options (Finance) ; Prices ; Monte Carlo method ; Interest rates

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cui, S. M. (2018). Dual-curve term structure models for post-crisis interest rate derivatives markets. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-96208 ; https://doi.org/10.14711/thesis-991012655669203412 ; http://repository.ust.hk/ir/bitstream/1783.1-96208/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cui, Shidong MATH. “Dual-curve term structure models for post-crisis interest rate derivatives markets.” 2018. Thesis, Hong Kong University of Science and Technology. Accessed January 19, 2020. http://repository.ust.hk/ir/Record/1783.1-96208 ; https://doi.org/10.14711/thesis-991012655669203412 ; http://repository.ust.hk/ir/bitstream/1783.1-96208/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cui, Shidong MATH. “Dual-curve term structure models for post-crisis interest rate derivatives markets.” 2018. Web. 19 Jan 2020.

Vancouver:

Cui SM. Dual-curve term structure models for post-crisis interest rate derivatives markets. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2018. [cited 2020 Jan 19]. Available from: http://repository.ust.hk/ir/Record/1783.1-96208 ; https://doi.org/10.14711/thesis-991012655669203412 ; http://repository.ust.hk/ir/bitstream/1783.1-96208/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cui SM. Dual-curve term structure models for post-crisis interest rate derivatives markets. [Thesis]. Hong Kong University of Science and Technology; 2018. Available from: http://repository.ust.hk/ir/Record/1783.1-96208 ; https://doi.org/10.14711/thesis-991012655669203412 ; http://repository.ust.hk/ir/bitstream/1783.1-96208/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Johannesburg

15. Du Toit, C.F. An empirical analysis of perceived risks in derivatives trading.

Degree: 2012, University of Johannesburg

M.Comm.

Subjects/Keywords: Derivative securities; Futures; Options (Finance); Swaps (Finance); Risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Du Toit, C. F. (2012). An empirical analysis of perceived risks in derivatives trading. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/7877

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Du Toit, C F. “An empirical analysis of perceived risks in derivatives trading.” 2012. Thesis, University of Johannesburg. Accessed January 19, 2020. http://hdl.handle.net/10210/7877.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Du Toit, C F. “An empirical analysis of perceived risks in derivatives trading.” 2012. Web. 19 Jan 2020.

Vancouver:

Du Toit CF. An empirical analysis of perceived risks in derivatives trading. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/10210/7877.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Du Toit CF. An empirical analysis of perceived risks in derivatives trading. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/7877

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

16. Wilhelm, Martin. Modeling, pricing and risk management of power derivatives.

Degree: 2007, ETH Zürich

 Deregulation of energy markets has necessitated the adoption of risk management techniques in the power industry. The launched liberalization and therewith the uncertainty involved in… (more)

Subjects/Keywords: BÖRSENKURSE (FINANZEN); DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); RISK ANALYSIS (OPERATIONS RESEARCH); STOCK EXCHANGE SHARE PRICE (FINANCE); DERIVATIVE PRODUKTE (FINANZEN); RISIKOANALYSE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wilhelm, M. (2007). Modeling, pricing and risk management of power derivatives. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/4352

Chicago Manual of Style (16th Edition):

Wilhelm, Martin. “Modeling, pricing and risk management of power derivatives.” 2007. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/4352.

MLA Handbook (7th Edition):

Wilhelm, Martin. “Modeling, pricing and risk management of power derivatives.” 2007. Web. 19 Jan 2020.

Vancouver:

Wilhelm M. Modeling, pricing and risk management of power derivatives. [Internet] [Doctoral dissertation]. ETH Zürich; 2007. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/4352.

Council of Science Editors:

Wilhelm M. Modeling, pricing and risk management of power derivatives. [Doctoral Dissertation]. ETH Zürich; 2007. Available from: http://hdl.handle.net/20.500.11850/4352


ETH Zürich

17. Steiger, Gallus Johannes. The optimal martingale measure for investors with exponential utility function.

Degree: 2005, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUKTE (FINANZEN); VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE OPTIMIERUNG (OPERATIONS RESEARCH); DERIVATIVE PRODUCTS (FINANCE); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC PROGRAMMING (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Steiger, G. J. (2005). The optimal martingale measure for investors with exponential utility function. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148847

Chicago Manual of Style (16th Edition):

Steiger, Gallus Johannes. “The optimal martingale measure for investors with exponential utility function.” 2005. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/148847.

MLA Handbook (7th Edition):

Steiger, Gallus Johannes. “The optimal martingale measure for investors with exponential utility function.” 2005. Web. 19 Jan 2020.

Vancouver:

Steiger GJ. The optimal martingale measure for investors with exponential utility function. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/148847.

Council of Science Editors:

Steiger GJ. The optimal martingale measure for investors with exponential utility function. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/148847


ETH Zürich

18. Kapphan, Ines. Weather risk management in light of climate change using financial derivatives.

Degree: 2012, ETH Zürich

Subjects/Keywords: GLOBAL CHANGE + GLOBAL WARMING (CLIMATOLOGY); DERIVATIVE PRODUCTS (FINANCE); METEOROLOGICAL MODELS; RISK MANAGEMENT (BUSINESS ECONOMICS); GLOBAL CHANGE + KLIMAERWÄRMUNG (KLIMATOLOGIE); DERIVATIVE PRODUKTE (FINANZEN); METEOROLOGISCHE MODELLE; RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/550; Economics; Earth sciences

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kapphan, I. (2012). Weather risk management in light of climate change using financial derivatives. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/153310

Chicago Manual of Style (16th Edition):

Kapphan, Ines. “Weather risk management in light of climate change using financial derivatives.” 2012. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/153310.

MLA Handbook (7th Edition):

Kapphan, Ines. “Weather risk management in light of climate change using financial derivatives.” 2012. Web. 19 Jan 2020.

Vancouver:

Kapphan I. Weather risk management in light of climate change using financial derivatives. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/153310.

Council of Science Editors:

Kapphan I. Weather risk management in light of climate change using financial derivatives. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/153310

19. Luccas, Aurélio Ubirajara de. Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro.

Degree: Mestrado, Administração, 2007, University of São Paulo

Esta dissertação revisa a literatura acadêmica existente sobre a teoria de opções utilizando os modelos de precificação com saltos. Os conceitos foram equalizados, a nomenclatura… (more)

Subjects/Keywords: Black-Scholes - Model; Calibration; Derivative; Derivativos; European option; Finanças; Finance; Incomplete market; Kou's model; Lévy process; Opções financeiras; Volatility

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Luccas, A. U. d. (2007). Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12139/tde-18102007-095122/ ;

Chicago Manual of Style (16th Edition):

Luccas, Aurélio Ubirajara de. “Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro.” 2007. Masters Thesis, University of São Paulo. Accessed January 19, 2020. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-18102007-095122/ ;.

MLA Handbook (7th Edition):

Luccas, Aurélio Ubirajara de. “Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro.” 2007. Web. 19 Jan 2020.

Vancouver:

Luccas AUd. Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2020 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-18102007-095122/ ;.

Council of Science Editors:

Luccas AUd. Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-18102007-095122/ ;


Drexel University

20. Liu, Congyu. Essays on Bank Risk Management.

Degree: 2018, Drexel University

This dissertation includes three chapters. The first chapter studies the impact of compensation on the types of risk taken by bank CEOs according to the… (more)

Subjects/Keywords: Finance; Banks and banking; Deposit banking; Derivative securities; Executives – Salaries, etc.; Capital market; Financial risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, C. (2018). Essays on Bank Risk Management. (Thesis). Drexel University. Retrieved from https://idea.library.drexel.edu/islandora/object/idea%3A8273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Congyu. “Essays on Bank Risk Management.” 2018. Thesis, Drexel University. Accessed January 19, 2020. https://idea.library.drexel.edu/islandora/object/idea%3A8273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Congyu. “Essays on Bank Risk Management.” 2018. Web. 19 Jan 2020.

Vancouver:

Liu C. Essays on Bank Risk Management. [Internet] [Thesis]. Drexel University; 2018. [cited 2020 Jan 19]. Available from: https://idea.library.drexel.edu/islandora/object/idea%3A8273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu C. Essays on Bank Risk Management. [Thesis]. Drexel University; 2018. Available from: https://idea.library.drexel.edu/islandora/object/idea%3A8273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

21. Alfeus, Mesias. Heath–Jarrow–Morton models with jumps.

Degree: MSc, 2015, Stellenbosch University

ENGLISH ABSTRACT : The standard-Heath–Jarrow–Morton (HJM) framework is well-known for its application to pricing and hedging interest rate derivatives. This study implemented the extended HJM… (more)

Subjects/Keywords: Price dynamics; Heath–Jarrow–Morton (HJM) framework; Interest rate derivative; UCTD; Interest rates  – Mathematical models; Finance  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Alfeus, M. (2015). Heath–Jarrow–Morton models with jumps. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/96783

Chicago Manual of Style (16th Edition):

Alfeus, Mesias. “Heath–Jarrow–Morton models with jumps.” 2015. Masters Thesis, Stellenbosch University. Accessed January 19, 2020. http://hdl.handle.net/10019.1/96783.

MLA Handbook (7th Edition):

Alfeus, Mesias. “Heath–Jarrow–Morton models with jumps.” 2015. Web. 19 Jan 2020.

Vancouver:

Alfeus M. Heath–Jarrow–Morton models with jumps. [Internet] [Masters thesis]. Stellenbosch University; 2015. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/10019.1/96783.

Council of Science Editors:

Alfeus M. Heath–Jarrow–Morton models with jumps. [Masters Thesis]. Stellenbosch University; 2015. Available from: http://hdl.handle.net/10019.1/96783

22. Mandal, Sonik. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.

Degree: PhD, 2018, Old Dominion University

  The derivative hedging research has looked at why firms and how firms hedge and if it increases value for their shareholders. In this dissertation… (more)

Subjects/Keywords: CEO compensation; CEO risk preferences; Derivative hedging; Firm value; Managerial ability; Business Administration, Management, and Operations; Finance and Financial Management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mandal, S. (2018). Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. (Doctoral Dissertation). Old Dominion University. Retrieved from 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11

Chicago Manual of Style (16th Edition):

Mandal, Sonik. “Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.” 2018. Doctoral Dissertation, Old Dominion University. Accessed January 19, 2020. 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11.

MLA Handbook (7th Edition):

Mandal, Sonik. “Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment.” 2018. Web. 19 Jan 2020.

Vancouver:

Mandal S. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. [Internet] [Doctoral dissertation]. Old Dominion University; 2018. [cited 2020 Jan 19]. Available from: 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11.

Council of Science Editors:

Mandal S. Three Essays on CEO Risk Preferences, and Ability, Corporate Hedging Decisions, and Investor Sentiment. [Doctoral Dissertation]. Old Dominion University; 2018. Available from: 9780438991712 ; https://digitalcommons.odu.edu/finance_etds/11


University of British Columbia

23. Ho, Andy C.T. Willow tree .

Degree: 2000, University of British Columbia

 We present a tree algorithm, called the willow tree, for financial derivative pricing. The setup of the tree uses a fixed number of spatial nodes… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Derivative securities  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ho, A. C. T. (2000). Willow tree . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/10625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ho, Andy C T. “Willow tree .” 2000. Thesis, University of British Columbia. Accessed January 19, 2020. http://hdl.handle.net/2429/10625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ho, Andy C T. “Willow tree .” 2000. Web. 19 Jan 2020.

Vancouver:

Ho ACT. Willow tree . [Internet] [Thesis]. University of British Columbia; 2000. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/2429/10625.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ho ACT. Willow tree . [Thesis]. University of British Columbia; 2000. Available from: http://hdl.handle.net/2429/10625

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Washington

24. Fillebeen, Thomas. How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments.

Degree: PhD, 2016, University of Washington

Derivative markets enable firms to eliminate unwanted risk and, thereby, focus on their core competence. We ask whether small firms respond to changes in complex… (more)

Subjects/Keywords: Derivative Markets; Energy Markets; Export Ban; Mean-Reverting Jump-Diffusion; Stochastic Dynamic Programming; Transportation Basis; Economics; Finance; Natural resource management; economics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fillebeen, T. (2016). How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/37085

Chicago Manual of Style (16th Edition):

Fillebeen, Thomas. “How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments.” 2016. Doctoral Dissertation, University of Washington. Accessed January 19, 2020. http://hdl.handle.net/1773/37085.

MLA Handbook (7th Edition):

Fillebeen, Thomas. “How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments.” 2016. Web. 19 Jan 2020.

Vancouver:

Fillebeen T. How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments. [Internet] [Doctoral dissertation]. University of Washington; 2016. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/1773/37085.

Council of Science Editors:

Fillebeen T. How do Small Players Deduce Beliefs about Uncertainty? A Look at Texas Shale Oil Investments. [Doctoral Dissertation]. University of Washington; 2016. Available from: http://hdl.handle.net/1773/37085


ETH Zürich

25. Herrmann, Sebastian. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.

Degree: 2016, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); KURSSICHERUNG (FINANZMATHEMATIK); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); OPTIONS (FINANCE); PORTFOLIO SELECTION (OPERATIONS RESEARCH); DERIVATIVE PRODUKTE (FINANZEN); OPTIONEN (FINANZEN); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); HEDGING (FINANCIAL MATHEMATICS); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Herrmann, S. (2016). Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/114733

Chicago Manual of Style (16th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/114733.

MLA Handbook (7th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Web. 19 Jan 2020.

Vancouver:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/114733.

Council of Science Editors:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/114733


Hong Kong University of Science and Technology

26. Zheng, Wendong. Hedging and pricing of constant maturity swap derivatives.

Degree: 2009, Hong Kong University of Science and Technology

 A Constant Maturity Swap (CMS) derivative is an interest rate instrument whose payoff depends on a swap rate of a constant (fixed) maturity. The CMS… (more)

Subjects/Keywords: Swaps (Finance)  – Mathematical models ; Derivative securities  – Prices  – Mathematical models ; Hedging (Finance)  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, W. (2009). Hedging and pricing of constant maturity swap derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-6079 ; https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Wendong. “Hedging and pricing of constant maturity swap derivatives.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed January 19, 2020. http://repository.ust.hk/ir/Record/1783.1-6079 ; https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Wendong. “Hedging and pricing of constant maturity swap derivatives.” 2009. Web. 19 Jan 2020.

Vancouver:

Zheng W. Hedging and pricing of constant maturity swap derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2020 Jan 19]. Available from: http://repository.ust.hk/ir/Record/1783.1-6079 ; https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng W. Hedging and pricing of constant maturity swap derivatives. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: http://repository.ust.hk/ir/Record/1783.1-6079 ; https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nairobi

27. Inonda, Betty Ongaya. International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises .

Degree: 2012, University of Nairobi

 SMEs would rather deal with the dreaded unscrupulous middlemen than venture into the murky and deep waters of international trade. None of the studies done… (more)

Subjects/Keywords: International; Trade; Finance; Products; Kenya Commercial Bank Limited; Enterprise; SMEs

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Inonda, B. O. (2012). International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14889

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Inonda, Betty Ongaya. “International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises .” 2012. Thesis, University of Nairobi. Accessed January 19, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14889.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Inonda, Betty Ongaya. “International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises .” 2012. Web. 19 Jan 2020.

Vancouver:

Inonda BO. International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Jan 19]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14889.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Inonda BO. International trade finance products provided by Kenya Commercial Bank Limited to small and medium sized enterprises . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/14889

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Kansas State University

28. Fry, Cary G. Forest products industry risk based lending guidelines.

Degree: Master of Agribusiness, Department of Agricultural Economics, 2016, Kansas State University

 Institutions within the Farm Credit System (FCS) make risk-based lending decisions. As a primary lender to agriculture, these decisions are based on qualitative and quantitative… (more)

Subjects/Keywords: Forest products; Risk; Lending; Finance; Agriculture; Default (loan)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fry, C. G. (2016). Forest products industry risk based lending guidelines. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/35235

Chicago Manual of Style (16th Edition):

Fry, Cary G. “Forest products industry risk based lending guidelines.” 2016. Masters Thesis, Kansas State University. Accessed January 19, 2020. http://hdl.handle.net/2097/35235.

MLA Handbook (7th Edition):

Fry, Cary G. “Forest products industry risk based lending guidelines.” 2016. Web. 19 Jan 2020.

Vancouver:

Fry CG. Forest products industry risk based lending guidelines. [Internet] [Masters thesis]. Kansas State University; 2016. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/2097/35235.

Council of Science Editors:

Fry CG. Forest products industry risk based lending guidelines. [Masters Thesis]. Kansas State University; 2016. Available from: http://hdl.handle.net/2097/35235


University of Debrecen

29. Kameni Tchendji, Olivier. Some problems of Derivative Securities and their Pricing .

Degree: DE – TEK – Közgazdaság- és Gazdaségtudományi Kar, 2012, University of Debrecen

 Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in market discrepancies, or just to guest the market direction in… (more)

Subjects/Keywords: Derivative security

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kameni Tchendji, O. (2012). Some problems of Derivative Securities and their Pricing . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/146945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kameni Tchendji, Olivier. “Some problems of Derivative Securities and their Pricing .” 2012. Thesis, University of Debrecen. Accessed January 19, 2020. http://hdl.handle.net/2437/146945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kameni Tchendji, Olivier. “Some problems of Derivative Securities and their Pricing .” 2012. Web. 19 Jan 2020.

Vancouver:

Kameni Tchendji O. Some problems of Derivative Securities and their Pricing . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/2437/146945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kameni Tchendji O. Some problems of Derivative Securities and their Pricing . [Thesis]. University of Debrecen; 2012. Available from: http://hdl.handle.net/2437/146945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Ceballos-Schiavone, Carla Homem de Mello. Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol.

Degree: Mestrado, Ciência e Tecnologia de Alimentos, 2009, University of São Paulo

Na produção do etanol a etapa mais importante e crítica é a fermentação, por isso, há necessidade de focar a atenção ao processo e contaminações.… (more)

Subjects/Keywords: Alcohol fuel; Alcoholic fermentation; Álcool como combustível; Cana-de-açúcar - Produtos derivados - Tratamento térmico; Fermentação alcoólica; Lactobacillus; Lactobacillus. Leveduras - Contaminação - Tratamento; Sugar cane derivative products - Heat treatment; Yeast Contamination Treatment.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ceballos-Schiavone, C. H. d. M. (2009). Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/11/11141/tde-09112009-144530/ ;

Chicago Manual of Style (16th Edition):

Ceballos-Schiavone, Carla Homem de Mello. “Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol.” 2009. Masters Thesis, University of São Paulo. Accessed January 19, 2020. http://www.teses.usp.br/teses/disponiveis/11/11141/tde-09112009-144530/ ;.

MLA Handbook (7th Edition):

Ceballos-Schiavone, Carla Homem de Mello. “Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol.” 2009. Web. 19 Jan 2020.

Vancouver:

Ceballos-Schiavone CHdM. Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol. [Internet] [Masters thesis]. University of São Paulo; 2009. [cited 2020 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/11/11141/tde-09112009-144530/ ;.

Council of Science Editors:

Ceballos-Schiavone CHdM. Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol. [Masters Thesis]. University of São Paulo; 2009. Available from: http://www.teses.usp.br/teses/disponiveis/11/11141/tde-09112009-144530/ ;

[1] [2] [3] [4] [5] … [588]

.