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You searched for subject:(Hedging Finance Mathematical models ). Showing records 1 – 30 of 46986 total matches.

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Ryerson University

1. Klyueva, Ekaterina. Pricing and hedging tools for spread option contracts.

Degree: 2014, Ryerson University

 This thesis examines the problem of pricing and hedging spread options under market models with jumps driven by a Compound Poisson Process. Extending the work… (more)

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

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

APA (6th Edition):

Klyueva, E. (2014). Pricing and hedging tools for spread option contracts. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

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):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

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

MLA Handbook (7th Edition):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Web. 17 Sep 2019.

Vancouver:

Klyueva E. Pricing and hedging tools for spread option contracts. [Internet] [Thesis]. Ryerson University; 2014. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

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

Council of Science Editors:

Klyueva E. Pricing and hedging tools for spread option contracts. [Thesis]. Ryerson University; 2014. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

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

2. 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

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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 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 September 17, 2019. 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. 17 Sep 2019.

Vancouver:

Zheng W. Hedging and pricing of constant maturity swap derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2019 Sep 17]. Available from: 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: 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


Ryerson University

3. Nicholls, Nolan. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.

Degree: 2016, Ryerson University

 We compare three different dynamic hedging strategies for the purchase or sale of a bundle of European options to profit from volatility arbitrage. The investor… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models.; Arbitrage  – Mathematical models.; Hedging (Finance)  – Mathematical models.

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APA (6th Edition):

Nicholls, N. (2016). Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

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):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

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

MLA Handbook (7th Edition):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Web. 17 Sep 2019.

Vancouver:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Internet] [Thesis]. Ryerson University; 2016. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

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

Council of Science Editors:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Thesis]. Ryerson University; 2016. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

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


Ryerson University

4. Rahsepar, Massoome. Hedging and Pricing in Non-probabilistic Models with Transaction Costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Arbitrage  – Mathematical models

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

APA (6th Edition):

Rahsepar, M. (2011). Hedging and Pricing in Non-probabilistic Models with Transaction Costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

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):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

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

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Web. 17 Sep 2019.

Vancouver:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

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

Council of Science Editors:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

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

5. 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

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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 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 September 17, 2019. 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. 17 Sep 2019.

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 2019 Sep 17]. Available from: 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: 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

6. Yu, Le IELM. Fuel hedging strategies in the competitive shipping industry.

Degree: 2015, Hong Kong University of Science and Technology

 Fuel cost is the most significant cost for fuel-consuming industry, for instance, airlines and ocean shipping companies. However, the world oil price is highly volatile,… (more)

Subjects/Keywords: Fuel; Prices; Mathematical models; Hedging (Finance); Shipping; Finance

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APA (6th Edition):

Yu, L. I. (2015). Fuel hedging strategies in the competitive shipping industry. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/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):

Yu, Le IELM. “Fuel hedging strategies in the competitive shipping industry.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed September 17, 2019. https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/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):

Yu, Le IELM. “Fuel hedging strategies in the competitive shipping industry.” 2015. Web. 17 Sep 2019.

Vancouver:

Yu LI. Fuel hedging strategies in the competitive shipping industry. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Sep 17]. Available from: https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/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:

Yu LI. Fuel hedging strategies in the competitive shipping industry. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html

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


University of Hong Kong

7. 付君; Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: PhD, 2012, University of Hong Kong

 Starting from the most famous Black-Scholes model for the underlying asset price, there has been a large variety of extensions made in recent decades. One… (more)

Subjects/Keywords: Capital assets pricing model.; Hedging (Finance) - Mathematical models.; Portfolio management - Mathematical models.

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

APA (6th Edition):

付君; Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Doctoral Dissertation). University of Hong Kong. Retrieved from Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210

Chicago Manual of Style (16th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 17, 2019. Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

MLA Handbook (7th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 17 Sep 2019.

Vancouver:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 17]. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

Council of Science Editors:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210


University of Hong Kong

8. Pang, Long-fung. Semi-static hedging of guarantees in variable annuities under exponential lévy models.

Degree: M. Phil., 2010, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Subjects/Keywords: Variable annuities.; Hedging (Finance) - Mathematical models.; Risk management.

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

APA (6th Edition):

Pang, L. (2010). Semi-static hedging of guarantees in variable annuities under exponential lévy models. (Masters Thesis). University of Hong Kong. Retrieved from Pang, L. [彭朗峯]. (2010). Semi-static hedging of guarantees in variable annuities under exponential lévy models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4357222 ; http://dx.doi.org/10.5353/th_b4357222 ; http://hdl.handle.net/10722/56814

Chicago Manual of Style (16th Edition):

Pang, Long-fung. “Semi-static hedging of guarantees in variable annuities under exponential lévy models.” 2010. Masters Thesis, University of Hong Kong. Accessed September 17, 2019. Pang, L. [彭朗峯]. (2010). Semi-static hedging of guarantees in variable annuities under exponential lévy models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4357222 ; http://dx.doi.org/10.5353/th_b4357222 ; http://hdl.handle.net/10722/56814.

MLA Handbook (7th Edition):

Pang, Long-fung. “Semi-static hedging of guarantees in variable annuities under exponential lévy models.” 2010. Web. 17 Sep 2019.

Vancouver:

Pang L. Semi-static hedging of guarantees in variable annuities under exponential lévy models. [Internet] [Masters thesis]. University of Hong Kong; 2010. [cited 2019 Sep 17]. Available from: Pang, L. [彭朗峯]. (2010). Semi-static hedging of guarantees in variable annuities under exponential lévy models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4357222 ; http://dx.doi.org/10.5353/th_b4357222 ; http://hdl.handle.net/10722/56814.

Council of Science Editors:

Pang L. Semi-static hedging of guarantees in variable annuities under exponential lévy models. [Masters Thesis]. University of Hong Kong; 2010. Available from: Pang, L. [彭朗峯]. (2010). Semi-static hedging of guarantees in variable annuities under exponential lévy models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4357222 ; http://dx.doi.org/10.5353/th_b4357222 ; http://hdl.handle.net/10722/56814


Ryerson University

9. Wen, Xianzhang. The method of images in the pricing of barrier derivatives in three dimensions.

Degree: 2011, Ryerson University

 The thesis describes the joint distributions of minima, maxima and endpoint values for a three dimensional Wiener process. In particular, the results provide the point… (more)

Subjects/Keywords: Finance  – Mathematical models

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

APA (6th Edition):

Wen, X. (2011). The method of images in the pricing of barrier derivatives in three dimensions. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A917

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):

Wen, Xianzhang. “The method of images in the pricing of barrier derivatives in three dimensions.” 2011. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A917.

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

MLA Handbook (7th Edition):

Wen, Xianzhang. “The method of images in the pricing of barrier derivatives in three dimensions.” 2011. Web. 17 Sep 2019.

Vancouver:

Wen X. The method of images in the pricing of barrier derivatives in three dimensions. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A917.

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

Council of Science Editors:

Wen X. The method of images in the pricing of barrier derivatives in three dimensions. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A917

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


Texas A&M University

10. Johnson, Karl E. Development of wheat marketing strategies for the Texas Northern High Plains.

Degree: MS, agricultural economics, 2012, Texas A&M University

Subjects/Keywords: agricultural economics.; Major agricultural economics.; Hedging (Finance) - Mathematical models.; Wheat - Prices - Mathematical models.

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

APA (6th Edition):

Johnson, K. E. (2012). Development of wheat marketing strategies for the Texas Northern High Plains. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1982-THESIS-J67

Chicago Manual of Style (16th Edition):

Johnson, Karl E. “Development of wheat marketing strategies for the Texas Northern High Plains.” 2012. Masters Thesis, Texas A&M University. Accessed September 17, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-1982-THESIS-J67.

MLA Handbook (7th Edition):

Johnson, Karl E. “Development of wheat marketing strategies for the Texas Northern High Plains.” 2012. Web. 17 Sep 2019.

Vancouver:

Johnson KE. Development of wheat marketing strategies for the Texas Northern High Plains. [Internet] [Masters thesis]. Texas A&M University; 2012. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1982-THESIS-J67.

Council of Science Editors:

Johnson KE. Development of wheat marketing strategies for the Texas Northern High Plains. [Masters Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1982-THESIS-J67


University of British Columbia

11. Liu, Yinghu. Hedging with derivatives and operational adjustments under asymmetric information .

Degree: 1999, University of British Columbia

 Firms can use financial derivatives to hedge risks and thereby decrease the probability of bankruptcy and increase total expected tax shields. Firms also can adjust… (more)

Subjects/Keywords: Derivative securities.; Uncertainty  – Mathematical models.; Capital movements  – Mathematical models.; Hedging (Finance)  – Mathematical models.; Business enterprises  – Finance.

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APA (6th Edition):

Liu, Y. (1999). Hedging with derivatives and operational adjustments under asymmetric information . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/11085

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, Yinghu. “Hedging with derivatives and operational adjustments under asymmetric information .” 1999. Thesis, University of British Columbia. Accessed September 17, 2019. http://hdl.handle.net/2429/11085.

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

MLA Handbook (7th Edition):

Liu, Yinghu. “Hedging with derivatives and operational adjustments under asymmetric information .” 1999. Web. 17 Sep 2019.

Vancouver:

Liu Y. Hedging with derivatives and operational adjustments under asymmetric information . [Internet] [Thesis]. University of British Columbia; 1999. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/2429/11085.

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

Council of Science Editors:

Liu Y. Hedging with derivatives and operational adjustments under asymmetric information . [Thesis]. University of British Columbia; 1999. Available from: http://hdl.handle.net/2429/11085

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


Ryerson University

12. Rahsepar, Massoome. Hedging and pricing in non-probabliistic models with transaction costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)|xMathematical models.; Options (Finance)|xPrices|xMathematical models.; Hedging (Finance)|xMathematical models.; Arbitrage|xMathematical models.

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

APA (6th Edition):

Rahsepar, M. (2011). Hedging and pricing in non-probabliistic models with transaction costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

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):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

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

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Web. 17 Sep 2019.

Vancouver:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

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

Council of Science Editors:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

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


Ryerson University

13. Cane, Matthew. Pricing spread options under Levy jump-diffusion models.

Degree: 2011, Ryerson University

 This thesis examines the problem of pricing spread options under market models with jumps driven by a Compound Poisson Process and stochastic volatility in the… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models; Lévy processes; Finance  – Mathematical models

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

APA (6th Edition):

Cane, M. (2011). Pricing spread options under Levy jump-diffusion models. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A930

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):

Cane, Matthew. “Pricing spread options under Levy jump-diffusion models.” 2011. Thesis, Ryerson University. Accessed September 17, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A930.

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

MLA Handbook (7th Edition):

Cane, Matthew. “Pricing spread options under Levy jump-diffusion models.” 2011. Web. 17 Sep 2019.

Vancouver:

Cane M. Pricing spread options under Levy jump-diffusion models. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Sep 17]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A930.

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

Council of Science Editors:

Cane M. Pricing spread options under Levy jump-diffusion models. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A930

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


Texas A&M University

14. Ferdinandsen, John. A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD.

Degree: MS, agricultural economics, 2012, Texas A&M University

Subjects/Keywords: agricultural economics.; Major agricultural economics.; Hedging (Finance) - Mathematical models.; Agricultural prices - Texas - Forecasting - Mathematical models.; Portfolio management - Mathematical models.

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APA (6th Edition):

Ferdinandsen, J. (2012). A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-F363

Chicago Manual of Style (16th Edition):

Ferdinandsen, John. “A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD.” 2012. Masters Thesis, Texas A&M University. Accessed September 17, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-F363.

MLA Handbook (7th Edition):

Ferdinandsen, John. “A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD.” 2012. Web. 17 Sep 2019.

Vancouver:

Ferdinandsen J. A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD. [Internet] [Masters thesis]. Texas A&M University; 2012. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-F363.

Council of Science Editors:

Ferdinandsen J. A portfolio analysis of grain options and futures in hedging context with a comparison of Quadratic Programming, MOTAD and Target MOTAD. [Masters Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-F363


University of Hong Kong

15. 沈可仁; Shen, Keren. Modeling of high-dimensional realized volatility matrices with financial applications.

Degree: PhD, 2017, University of Hong Kong

With the availability of ultra-high-frequency data, it is possible to construct and model realized volatility and co-volatility nowadays and they have caught great attention. There… (more)

Subjects/Keywords: Mathematical models - Finance; Multivariate analysis

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

APA (6th Edition):

沈可仁; Shen, K. (2017). Modeling of high-dimensional realized volatility matrices with financial applications. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249911

Chicago Manual of Style (16th Edition):

沈可仁; Shen, Keren. “Modeling of high-dimensional realized volatility matrices with financial applications.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed September 17, 2019. http://hdl.handle.net/10722/249911.

MLA Handbook (7th Edition):

沈可仁; Shen, Keren. “Modeling of high-dimensional realized volatility matrices with financial applications.” 2017. Web. 17 Sep 2019.

Vancouver:

沈可仁; Shen K. Modeling of high-dimensional realized volatility matrices with financial applications. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/10722/249911.

Council of Science Editors:

沈可仁; Shen K. Modeling of high-dimensional realized volatility matrices with financial applications. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249911


Central Connecticut State University

16. Gu, Judith Y., 1970-. Using data mining to model market reaction to corporate earning announcements.

Degree: Department of Mathematical Sciences, 2012, Central Connecticut State University

 Investor community and stock market watch companies' earnings report closely as earnings report is the most essential fundamental barometer of how financially healthy a company… (more)

Subjects/Keywords: Data mining; Finance  – Mathematical models

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APA (6th Edition):

Gu, Judith Y., 1. (2012). Using data mining to model market reaction to corporate earning announcements. (Thesis). Central Connecticut State University. Retrieved from http://content.library.ccsu.edu/u?/ccsutheses,1794

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):

Gu, Judith Y., 1970-. “Using data mining to model market reaction to corporate earning announcements.” 2012. Thesis, Central Connecticut State University. Accessed September 17, 2019. http://content.library.ccsu.edu/u?/ccsutheses,1794.

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

MLA Handbook (7th Edition):

Gu, Judith Y., 1970-. “Using data mining to model market reaction to corporate earning announcements.” 2012. Web. 17 Sep 2019.

Vancouver:

Gu, Judith Y. 1. Using data mining to model market reaction to corporate earning announcements. [Internet] [Thesis]. Central Connecticut State University; 2012. [cited 2019 Sep 17]. Available from: http://content.library.ccsu.edu/u?/ccsutheses,1794.

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

Council of Science Editors:

Gu, Judith Y. 1. Using data mining to model market reaction to corporate earning announcements. [Thesis]. Central Connecticut State University; 2012. Available from: http://content.library.ccsu.edu/u?/ccsutheses,1794

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


Rutgers University

17. Schlossberg, Jessica, 1985-. Essays on high frequency data, jumps, and forecasting.

Degree: PhD, Economics, 2018, Rutgers University

This dissertation comprises two essays on financial economics and econometrics. The first essay reviews methodology associated with the construction of nonparametric estimators of integrated volatility,… (more)

Subjects/Keywords: Finance – Mathematical models; Business forecasting

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

APA (6th Edition):

Schlossberg, Jessica, 1. (2018). Essays on high frequency data, jumps, and forecasting. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/57688/

Chicago Manual of Style (16th Edition):

Schlossberg, Jessica, 1985-. “Essays on high frequency data, jumps, and forecasting.” 2018. Doctoral Dissertation, Rutgers University. Accessed September 17, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/57688/.

MLA Handbook (7th Edition):

Schlossberg, Jessica, 1985-. “Essays on high frequency data, jumps, and forecasting.” 2018. Web. 17 Sep 2019.

Vancouver:

Schlossberg, Jessica 1. Essays on high frequency data, jumps, and forecasting. [Internet] [Doctoral dissertation]. Rutgers University; 2018. [cited 2019 Sep 17]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/57688/.

Council of Science Editors:

Schlossberg, Jessica 1. Essays on high frequency data, jumps, and forecasting. [Doctoral Dissertation]. Rutgers University; 2018. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/57688/


Rutgers University

18. Jiang, Yixiao, 1991-. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.

Degree: PhD, Semiparametric Methods, 2019, Rutgers University

 There are contexts in which it is important to estimate a model without overly assuming functional forms and distributions. For this reason, extant empirical work… (more)

Subjects/Keywords: Economics; Finance  – Mathematical models; Risk

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APA (6th Edition):

Jiang, Yixiao, 1. (2019). Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/60786/

Chicago Manual of Style (16th Edition):

Jiang, Yixiao, 1991-. “Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.” 2019. Doctoral Dissertation, Rutgers University. Accessed September 17, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/60786/.

MLA Handbook (7th Edition):

Jiang, Yixiao, 1991-. “Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility.” 2019. Web. 17 Sep 2019.

Vancouver:

Jiang, Yixiao 1. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. [Internet] [Doctoral dissertation]. Rutgers University; 2019. [cited 2019 Sep 17]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/.

Council of Science Editors:

Jiang, Yixiao 1. Semiparametric estimation of financial risk: corporate default, credit ratings, and implied volatility. [Doctoral Dissertation]. Rutgers University; 2019. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/


University of Hong Kong

19. Yick, Ho-yin. Theories on derivative hedging.

Degree: M. Phil., 2004, University of Hong Kong

abstract

toc

published_or_final_version

Economics and Finance

Master

Master of Philosophy

Advisors/Committee Members: Wong, KP.

Subjects/Keywords: Hedging (Finance) - Mathemathical models.

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APA (6th Edition):

Yick, H. (2004). Theories on derivative hedging. (Masters Thesis). University of Hong Kong. Retrieved from Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847

Chicago Manual of Style (16th Edition):

Yick, Ho-yin. “Theories on derivative hedging.” 2004. Masters Thesis, University of Hong Kong. Accessed September 17, 2019. Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847.

MLA Handbook (7th Edition):

Yick, Ho-yin. “Theories on derivative hedging.” 2004. Web. 17 Sep 2019.

Vancouver:

Yick H. Theories on derivative hedging. [Internet] [Masters thesis]. University of Hong Kong; 2004. [cited 2019 Sep 17]. Available from: Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847.

Council of Science Editors:

Yick H. Theories on derivative hedging. [Masters Thesis]. University of Hong Kong; 2004. Available from: Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847


University of Oxford

20. Gupta, Alok. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.

Degree: PhD, 2010, University of Oxford

 In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we look at the problem of calibrating financial… (more)

Subjects/Keywords: 330.015195; Mathematics; Mathematical finance; finance; Bayesian; calibration; modelling; uncertainty; model risk; hedging; risk measures

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APA (6th Edition):

Gupta, A. (2010). A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973

Chicago Manual of Style (16th Edition):

Gupta, Alok. “A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.” 2010. Doctoral Dissertation, University of Oxford. Accessed September 17, 2019. http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973.

MLA Handbook (7th Edition):

Gupta, Alok. “A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.” 2010. Web. 17 Sep 2019.

Vancouver:

Gupta A. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. [Internet] [Doctoral dissertation]. University of Oxford; 2010. [cited 2019 Sep 17]. Available from: http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973.

Council of Science Editors:

Gupta A. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. [Doctoral Dissertation]. University of Oxford; 2010. Available from: http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973


Hong Kong University of Science and Technology

21. Liu, Jia. An empirical investigation into the inventory impact on financial performance of Chinese companies.

Degree: 2011, Hong Kong University of Science and Technology

 This paper presents an empirical study to investigate how inventory affects the financial performance of publicly listed Chinese companies and how the stock market values… (more)

Subjects/Keywords: Inventories  – Finance  – Mathematical models; Inventory control  – Mathematical models; Corporations  – China  – Finance

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APA (6th Edition):

Liu, J. (2011). An empirical investigation into the inventory impact on financial performance of Chinese companies. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1146265 ; http://repository.ust.hk/ir/bitstream/1783.1-7205/1/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):

Liu, Jia. “An empirical investigation into the inventory impact on financial performance of Chinese companies.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed September 17, 2019. https://doi.org/10.14711/thesis-b1146265 ; http://repository.ust.hk/ir/bitstream/1783.1-7205/1/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):

Liu, Jia. “An empirical investigation into the inventory impact on financial performance of Chinese companies.” 2011. Web. 17 Sep 2019.

Vancouver:

Liu J. An empirical investigation into the inventory impact on financial performance of Chinese companies. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2019 Sep 17]. Available from: https://doi.org/10.14711/thesis-b1146265 ; http://repository.ust.hk/ir/bitstream/1783.1-7205/1/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:

Liu J. An empirical investigation into the inventory impact on financial performance of Chinese companies. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: https://doi.org/10.14711/thesis-b1146265 ; http://repository.ust.hk/ir/bitstream/1783.1-7205/1/th_redirect.html

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


University of Hong Kong

22. Song, Na. Mathematical models and numerical algorithms for option pricing and optimal trading.

Degree: PhD, 2013, University of Hong Kong

 Research conducted in mathematical finance focuses on the quantitative modeling of financial markets. It allows one to solve financial problems by using mathematical methods and… (more)

Subjects/Keywords: Options (Finance) - Prices - Mathematical models.; Options (Finance) - Mathematical models.

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APA (6th Edition):

Song, N. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Doctoral Dissertation). University of Hong Kong. Retrieved from Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191

Chicago Manual of Style (16th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed September 17, 2019. Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191.

MLA Handbook (7th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Web. 17 Sep 2019.

Vancouver:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2019 Sep 17]. Available from: Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191.

Council of Science Editors:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191


Hong Kong University of Science and Technology

23. Gao, Yanhui. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.

Degree: 2012, Hong Kong University of Science and Technology

 The thesis consists of three parts. In the first part, we establish a dual-curve market model. The new model accounts for the evolution of interest… (more)

Subjects/Keywords: Interest rates  – Mathematical models; Inflation (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models

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APA (6th Edition):

Gao, Y. (2012). Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/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):

Gao, Yanhui. “Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed September 17, 2019. https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/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):

Gao, Yanhui. “Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model.” 2012. Web. 17 Sep 2019.

Vancouver:

Gao Y. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2019 Sep 17]. Available from: https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/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:

Gao Y. Essays on post-crisis market model, Lévy market model for inflation rates, and analytical option pricing under Heston model. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html

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


Rhodes University

24. 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)

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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 September 17, 2019. 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. 17 Sep 2019.

Vancouver:

Glover EN. Analytic pricing of American put options. [Internet] [Thesis]. Rhodes University; 2009. [cited 2019 Sep 17]. 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


Edith Cowan University

25. Yang, Wenling. M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets.

Degree: 2000, Edith Cowan University

 This study deals with the estimation of the optimal hedge ratios using various econometric models. Most of the recent papers have demonstrated that the conventional… (more)

Subjects/Keywords: Hedging; Finance; Mathematical models; Stocks; Prices; Australia; Econometric models; Stock price forecasting; Finance and Financial Management

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APA (6th Edition):

Yang, W. (2000). M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets. (Thesis). Edith Cowan University. Retrieved from http://ro.ecu.edu.au/theses/1530

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):

Yang, Wenling. “M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets.” 2000. Thesis, Edith Cowan University. Accessed September 17, 2019. http://ro.ecu.edu.au/theses/1530.

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

MLA Handbook (7th Edition):

Yang, Wenling. “M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets.” 2000. Web. 17 Sep 2019.

Vancouver:

Yang W. M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets. [Internet] [Thesis]. Edith Cowan University; 2000. [cited 2019 Sep 17]. Available from: http://ro.ecu.edu.au/theses/1530.

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

Council of Science Editors:

Yang W. M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets. [Thesis]. Edith Cowan University; 2000. Available from: http://ro.ecu.edu.au/theses/1530

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

26. Sorokin, Yegor. Pricing and Hedging Options in Discrete Time with Liquidity Risk.

Degree: PhD, Mathematics & Statistics, 2015, York University

 Different derivative securities, including European options, are very popular and widely used in forms of exchange-traded instruments or over-the-counter products. For practical purposes the European… (more)

Subjects/Keywords: Applied mathematics; Partial differential equation; Liquidity risk; Option hedging; Option pricing; Mathematical finance; Local risk-minimization; Delta hedging; Martingale

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APA (6th Edition):

Sorokin, Y. (2015). Pricing and Hedging Options in Discrete Time with Liquidity Risk. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/28230

Chicago Manual of Style (16th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Doctoral Dissertation, York University. Accessed September 17, 2019. http://hdl.handle.net/10315/28230.

MLA Handbook (7th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Web. 17 Sep 2019.

Vancouver:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Internet] [Doctoral dissertation]. York University; 2015. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/10315/28230.

Council of Science Editors:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Doctoral Dissertation]. York University; 2015. Available from: http://hdl.handle.net/10315/28230


Texas A&M University

27. Brasher, William E. Performance of technical analysis of short hedging fed cattle.

Degree: MS, agricultural economics, 2012, Texas A&M University

Subjects/Keywords: agricultural economics.; Major agricultural economics.; Hedging (Finance) - Mathematical models.; Cattle - Marketing.; Agricultural prices - Forecasting - Mathematical models.

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APA (6th Edition):

Brasher, W. E. (2012). Performance of technical analysis of short hedging fed cattle. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-B823

Chicago Manual of Style (16th Edition):

Brasher, William E. “Performance of technical analysis of short hedging fed cattle.” 2012. Masters Thesis, Texas A&M University. Accessed September 17, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-B823.

MLA Handbook (7th Edition):

Brasher, William E. “Performance of technical analysis of short hedging fed cattle.” 2012. Web. 17 Sep 2019.

Vancouver:

Brasher WE. Performance of technical analysis of short hedging fed cattle. [Internet] [Masters thesis]. Texas A&M University; 2012. [cited 2019 Sep 17]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-B823.

Council of Science Editors:

Brasher WE. Performance of technical analysis of short hedging fed cattle. [Masters Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-B823


Hong Kong University of Science and Technology

28. Mao, Lei. Two essays on agency problems and contracting.

Degree: 2012, Hong Kong University of Science and Technology

 In Chapter 1, by using a simple model with moral hazard and managerial entrenchment, I derive the optimal debt design that includes investment covenants. The… (more)

Subjects/Keywords: Debt  – Mathematical models; Capital investments  – Mathematical models; Corporations  – Finance  – Mathematical models; Mathematical optimization

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

APA (6th Edition):

Mao, L. (2012). Two essays on agency problems and contracting. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1190075 ; http://repository.ust.hk/ir/bitstream/1783.1-7688/1/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):

Mao, Lei. “Two essays on agency problems and contracting.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed September 17, 2019. https://doi.org/10.14711/thesis-b1190075 ; http://repository.ust.hk/ir/bitstream/1783.1-7688/1/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):

Mao, Lei. “Two essays on agency problems and contracting.” 2012. Web. 17 Sep 2019.

Vancouver:

Mao L. Two essays on agency problems and contracting. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2019 Sep 17]. Available from: https://doi.org/10.14711/thesis-b1190075 ; http://repository.ust.hk/ir/bitstream/1783.1-7688/1/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:

Mao L. Two essays on agency problems and contracting. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: https://doi.org/10.14711/thesis-b1190075 ; http://repository.ust.hk/ir/bitstream/1783.1-7688/1/th_redirect.html

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


University of Oxford

29. Spoida, Peter. Robust pricing and hedging beyond one marginal.

Degree: PhD, 2014, University of Oxford

 The robust pricing and hedging approach in Mathematical Finance, pioneered by Hobson (1998), makes statements about non-traded derivative contracts by imposing very little assumptions about… (more)

Subjects/Keywords: 519.5; Mathematical finance; robust pricing and hedging; Skorokhod embedding problem; semi-static superhedging; model uncertainty

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

APA (6th Edition):

Spoida, P. (2014). Robust pricing and hedging beyond one marginal. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:0315824b-52f7-4e44-9ac6-0a688c49762c ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629550

Chicago Manual of Style (16th Edition):

Spoida, Peter. “Robust pricing and hedging beyond one marginal.” 2014. Doctoral Dissertation, University of Oxford. Accessed September 17, 2019. http://ora.ox.ac.uk/objects/uuid:0315824b-52f7-4e44-9ac6-0a688c49762c ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629550.

MLA Handbook (7th Edition):

Spoida, Peter. “Robust pricing and hedging beyond one marginal.” 2014. Web. 17 Sep 2019.

Vancouver:

Spoida P. Robust pricing and hedging beyond one marginal. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2019 Sep 17]. Available from: http://ora.ox.ac.uk/objects/uuid:0315824b-52f7-4e44-9ac6-0a688c49762c ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629550.

Council of Science Editors:

Spoida P. Robust pricing and hedging beyond one marginal. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:0315824b-52f7-4e44-9ac6-0a688c49762c ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629550


Columbia University

30. Tan, Xiaowei. Optimal Transport and Equilibrium Problems in Mathematical Finance.

Degree: 2019, Columbia University

 The thesis consists of three independent topics, each of which is discussed in an individual chapter. The first chapter considers a multiperiod optimal transport problem… (more)

Subjects/Keywords: Mathematics; Finance; Finance – Mathematical models; Equilibrium; Finance – Statistical methods

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

APA (6th Edition):

Tan, X. (2019). Optimal Transport and Equilibrium Problems in Mathematical Finance. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-gmev-k212

Chicago Manual of Style (16th Edition):

Tan, Xiaowei. “Optimal Transport and Equilibrium Problems in Mathematical Finance.” 2019. Doctoral Dissertation, Columbia University. Accessed September 17, 2019. https://doi.org/10.7916/d8-gmev-k212.

MLA Handbook (7th Edition):

Tan, Xiaowei. “Optimal Transport and Equilibrium Problems in Mathematical Finance.” 2019. Web. 17 Sep 2019.

Vancouver:

Tan X. Optimal Transport and Equilibrium Problems in Mathematical Finance. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2019 Sep 17]. Available from: https://doi.org/10.7916/d8-gmev-k212.

Council of Science Editors:

Tan X. Optimal Transport and Equilibrium Problems in Mathematical Finance. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-gmev-k212

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