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Ryerson University

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

Degree: 2014, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html

► 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 Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

► 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.

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Ryerson University

4.
Rahsepar, Massoome.
* Hedging* and Pricing in Non-probabilistic

Degree: 2011, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html

► 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 Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 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

► 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.

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A917

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1969.1/ETD-TAMU-1982-THESIS-J67

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2429/11085

► 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.

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Ryerson University

12.
Rahsepar, Massoome.
* Hedging* and pricing in non-probabliistic

Degree: 2011, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

► 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.

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Ryerson University

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

Degree: 2011, Ryerson University

URL: https://digital.library.ryerson.ca/islandora/object/RULA%3A930

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-F363

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10722/249911

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://content.library.ccsu.edu/u?/ccsutheses,1794

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/57688/

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/60786/

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

abstract

toc

published_or_final_version

Economics and Finance

Master

Master of Philosophy

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.14711/thesis-b1146265 ; http://repository.ust.hk/ir/bitstream/1783.1-7205/1/th_redirect.html

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 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

► 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.

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.14711/thesis-b1190148 ; http://repository.ust.hk/ir/bitstream/1783.1-7699/1/th_redirect.html

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10962/d1002804

► 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 Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Thesis, Rhodes University. Accessed September 17, 2019. http://hdl.handle.net/10962/d1002804.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://ro.ecu.edu.au/theses/1530

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10315/28230

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1969.1/ETD-TAMU-1988-THESIS-B823

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.14711/thesis-b1190075 ; http://repository.ust.hk/ir/bitstream/1783.1-7688/1/th_redirect.html

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://ora.ox.ac.uk/objects/uuid:0315824b-52f7-4e44-9ac6-0a688c49762c ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629550

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.7916/d8-gmev-k212

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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