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You searched for subject:(Options). Showing records 1 – 30 of 923 total matches.

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Università della Svizzera italiana

1. Vedolin, Andrea Claudia. Essays in asset pricing.

Degree: 2010, Università della Svizzera italiana

 My dissertation aims at understanding the impact of uncertainty and disagreement on asset prices. It contains three main chapters. Chapter One gives a general introduction… (more)

Subjects/Keywords: Options

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APA (6th Edition):

Vedolin, A. C. (2010). Essays in asset pricing. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/27139

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):

Vedolin, Andrea Claudia. “Essays in asset pricing.” 2010. Thesis, Università della Svizzera italiana. Accessed January 23, 2017. http://doc.rero.ch/record/27139.

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

MLA Handbook (7th Edition):

Vedolin, Andrea Claudia. “Essays in asset pricing.” 2010. Web. 23 Jan 2017.

Vancouver:

Vedolin AC. Essays in asset pricing. [Internet] [Thesis]. Università della Svizzera italiana; 2010. [cited 2017 Jan 23]. Available from: http://doc.rero.ch/record/27139.

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

Council of Science Editors:

Vedolin AC. Essays in asset pricing. [Thesis]. Università della Svizzera italiana; 2010. Available from: http://doc.rero.ch/record/27139

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


University of Technology, Sydney

2. Ziveyi, Jonathan. The evaluation of early exercise exotic options.

Degree: 2011, University of Technology, Sydney

 Research on the pricing of multifactor American options has been growing at a slow pace due to the curse of dimensionality. If we start to… (more)

Subjects/Keywords: Options modeling.; Options (Finance).; Exotic options.

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APA (6th Edition):

Ziveyi, J. (2011). The evaluation of early exercise exotic options. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/20364

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):

Ziveyi, Jonathan. “The evaluation of early exercise exotic options.” 2011. Thesis, University of Technology, Sydney. Accessed January 23, 2017. http://hdl.handle.net/10453/20364.

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

MLA Handbook (7th Edition):

Ziveyi, Jonathan. “The evaluation of early exercise exotic options.” 2011. Web. 23 Jan 2017.

Vancouver:

Ziveyi J. The evaluation of early exercise exotic options. [Internet] [Thesis]. University of Technology, Sydney; 2011. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10453/20364.

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

Council of Science Editors:

Ziveyi J. The evaluation of early exercise exotic options. [Thesis]. University of Technology, Sydney; 2011. Available from: http://hdl.handle.net/10453/20364

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


University of Hong Kong

3. Ge, Li. Informational content of options trading on equity returns and corporate events.

Degree: PhD, 2015, University of Hong Kong

This dissertation consists of three empirical studies about the informational content of options trading on subsequent equity returns and around major corporate events, such as… (more)

Subjects/Keywords: Options (Finance)

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APA (6th Edition):

Ge, L. (2015). Informational content of options trading on equity returns and corporate events. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/211131

Chicago Manual of Style (16th Edition):

Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Doctoral Dissertation, University of Hong Kong. Accessed January 23, 2017. http://hdl.handle.net/10722/211131.

MLA Handbook (7th Edition):

Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Web. 23 Jan 2017.

Vancouver:

Ge L. Informational content of options trading on equity returns and corporate events. [Internet] [Doctoral dissertation]. University of Hong Kong; 2015. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10722/211131.

Council of Science Editors:

Ge L. Informational content of options trading on equity returns and corporate events. [Doctoral Dissertation]. University of Hong Kong; 2015. Available from: http://hdl.handle.net/10722/211131


Universidad de Chile

4. Fernández, Viviana. What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile .

Degree: 2003, Universidad de Chile

 There is considerable heterogeneity in the development of derivatives markets in different countries. The question is: why? This paper addresses this question in the context… (more)

Subjects/Keywords: OPTIONS

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APA (6th Edition):

Fernández, V. (2003). What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile . (Thesis). Universidad de Chile. Retrieved from http://www.captura.uchile.cl/handle/2250/2380

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):

Fernández, Viviana. “What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile .” 2003. Thesis, Universidad de Chile. Accessed January 23, 2017. http://www.captura.uchile.cl/handle/2250/2380.

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

MLA Handbook (7th Edition):

Fernández, Viviana. “What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile .” 2003. Web. 23 Jan 2017.

Vancouver:

Fernández V. What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile . [Internet] [Thesis]. Universidad de Chile; 2003. [cited 2017 Jan 23]. Available from: http://www.captura.uchile.cl/handle/2250/2380.

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

Council of Science Editors:

Fernández V. What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile . [Thesis]. Universidad de Chile; 2003. Available from: http://www.captura.uchile.cl/handle/2250/2380

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

5. Womack, Kiplan Shea. An empirical approach to measuring real options embedded within urban land values: a collection of essays.

Degree: PhD, Business Administration, 2012, University of Georgia

 The central and unifying theme of this dissertation is the value of urban land and its effect on investments in durable capital. More specifically, because… (more)

Subjects/Keywords: Real options

…ix CHAPTER 1 VALUING REAL OPTIONS IN REAL ESTATE… …47 ix CHAPTER 1 VALUING REAL OPTIONS IN REAL ESTATE Abstract Real options are capitalized… …into the value of numerous assets. Although the values of such options have been explored… …within a theoretical framework, few papers have attempted to empirically value these options… …financial option pricing through an investment analysis framework formally known as real options… 

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APA (6th Edition):

Womack, K. S. (2012). An empirical approach to measuring real options embedded within urban land values: a collection of essays. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/womack_kiplan_s_201205_phd

Chicago Manual of Style (16th Edition):

Womack, Kiplan Shea. “An empirical approach to measuring real options embedded within urban land values: a collection of essays.” 2012. Doctoral Dissertation, University of Georgia. Accessed January 23, 2017. http://purl.galileo.usg.edu/uga_etd/womack_kiplan_s_201205_phd.

MLA Handbook (7th Edition):

Womack, Kiplan Shea. “An empirical approach to measuring real options embedded within urban land values: a collection of essays.” 2012. Web. 23 Jan 2017.

Vancouver:

Womack KS. An empirical approach to measuring real options embedded within urban land values: a collection of essays. [Internet] [Doctoral dissertation]. University of Georgia; 2012. [cited 2017 Jan 23]. Available from: http://purl.galileo.usg.edu/uga_etd/womack_kiplan_s_201205_phd.

Council of Science Editors:

Womack KS. An empirical approach to measuring real options embedded within urban land values: a collection of essays. [Doctoral Dissertation]. University of Georgia; 2012. Available from: http://purl.galileo.usg.edu/uga_etd/womack_kiplan_s_201205_phd


University of Melbourne

6. TANG, ROBERT. New methods and improvements to Monte-Carlo methods for pricing derivative securities.

Degree: 2012, University of Melbourne

 This thesis presents new Monte Carlo methods for pricing financial derivative securities. Some of these new methods are entirely original ideas whilst others are improvements… (more)

Subjects/Keywords: Bermudan options

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APA (6th Edition):

TANG, R. (2012). New methods and improvements to Monte-Carlo methods for pricing derivative securities. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/37624

Chicago Manual of Style (16th Edition):

TANG, ROBERT. “New methods and improvements to Monte-Carlo methods for pricing derivative securities.” 2012. Doctoral Dissertation, University of Melbourne. Accessed January 23, 2017. http://hdl.handle.net/11343/37624.

MLA Handbook (7th Edition):

TANG, ROBERT. “New methods and improvements to Monte-Carlo methods for pricing derivative securities.” 2012. Web. 23 Jan 2017.

Vancouver:

TANG R. New methods and improvements to Monte-Carlo methods for pricing derivative securities. [Internet] [Doctoral dissertation]. University of Melbourne; 2012. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/11343/37624.

Council of Science Editors:

TANG R. New methods and improvements to Monte-Carlo methods for pricing derivative securities. [Doctoral Dissertation]. University of Melbourne; 2012. Available from: http://hdl.handle.net/11343/37624


City University of Hong Kong

7. Zhou, Shifei (周仕飛). Volatility surface, term structure and meta-learning-based price forecasting for option strategies design.

Degree: PhD, 2013, City University of Hong Kong

 The forecasting of underlying asset price is important for investors to make financial decisions. A successful prediction can save investors from risk of losing money.… (more)

Subjects/Keywords: Stock options.; Options (Finance); Stock price forecasting

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APA (6th Edition):

Zhou, S. (. (2013). Volatility surface, term structure and meta-learning-based price forecasting for option strategies design. (Doctoral Dissertation). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/8084

Chicago Manual of Style (16th Edition):

Zhou, Shifei (周仕飛). “Volatility surface, term structure and meta-learning-based price forecasting for option strategies design.” 2013. Doctoral Dissertation, City University of Hong Kong. Accessed January 23, 2017. http://hdl.handle.net/2031/8084.

MLA Handbook (7th Edition):

Zhou, Shifei (周仕飛). “Volatility surface, term structure and meta-learning-based price forecasting for option strategies design.” 2013. Web. 23 Jan 2017.

Vancouver:

Zhou S(. Volatility surface, term structure and meta-learning-based price forecasting for option strategies design. [Internet] [Doctoral dissertation]. City University of Hong Kong; 2013. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/2031/8084.

Council of Science Editors:

Zhou S(. Volatility surface, term structure and meta-learning-based price forecasting for option strategies design. [Doctoral Dissertation]. City University of Hong Kong; 2013. Available from: http://hdl.handle.net/2031/8084


Monash University

8. Baylis, Christian Michael. Efficiency transmission: a crisis perspective.

Degree: Department of Econometrics and Business Statistics, 2013, Monash University

 The recent financial crisis has highlighted the role of a number of procyclical behaviours in amplifying financial system stress. The easing of credit terms during… (more)

Subjects/Keywords: Efficiency; Options; Lending

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APA (6th Edition):

Baylis, C. M. (2013). Efficiency transmission: a crisis perspective. (Doctoral Dissertation). Monash University. Retrieved from http://arrow.monash.edu.au/hdl/1959.1/898096

Chicago Manual of Style (16th Edition):

Baylis, Christian Michael. “Efficiency transmission: a crisis perspective.” 2013. Doctoral Dissertation, Monash University. Accessed January 23, 2017. http://arrow.monash.edu.au/hdl/1959.1/898096.

MLA Handbook (7th Edition):

Baylis, Christian Michael. “Efficiency transmission: a crisis perspective.” 2013. Web. 23 Jan 2017.

Vancouver:

Baylis CM. Efficiency transmission: a crisis perspective. [Internet] [Doctoral dissertation]. Monash University; 2013. [cited 2017 Jan 23]. Available from: http://arrow.monash.edu.au/hdl/1959.1/898096.

Council of Science Editors:

Baylis CM. Efficiency transmission: a crisis perspective. [Doctoral Dissertation]. Monash University; 2013. Available from: http://arrow.monash.edu.au/hdl/1959.1/898096

9. Berenguer Caro, Maria Isabel. Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;.

Degree: 2009, Jyväskylän ammattikorkeakoulu; JAMK University of Applied Sciences

 ; Stafix Oy is a young company based in Vaajakoski and looking for new customers, markets and growth opportunities. The goal of the Thesis is… (more)

Subjects/Keywords: High technology; Options

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APA (6th Edition):

Berenguer Caro, M. I. (2009). Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;. (Thesis). Jyväskylän ammattikorkeakoulu; JAMK University of Applied Sciences. Retrieved from http://publications.theseus.fi/handle/10024/17548

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):

Berenguer Caro, Maria Isabel. “Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;.” 2009. Thesis, Jyväskylän ammattikorkeakoulu; JAMK University of Applied Sciences. Accessed January 23, 2017. http://publications.theseus.fi/handle/10024/17548.

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

MLA Handbook (7th Edition):

Berenguer Caro, Maria Isabel. “Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;.” 2009. Web. 23 Jan 2017.

Vancouver:

Berenguer Caro MI. Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;. [Internet] [Thesis]. Jyväskylän ammattikorkeakoulu; JAMK University of Applied Sciences; 2009. [cited 2017 Jan 23]. Available from: http://publications.theseus.fi/handle/10024/17548.

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

Council of Science Editors:

Berenguer Caro MI. Market entry options and challengescase study : Stafix Oy's Spanish market strategy /;. [Thesis]. Jyväskylän ammattikorkeakoulu; JAMK University of Applied Sciences; 2009. Available from: http://publications.theseus.fi/handle/10024/17548

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


University of Pretoria

10. Brown, Robert Mark. The pricing of commodity raw materials to the South African gold mining industry .

Degree: 2010, University of Pretoria

 The object of government is the welfare of the people – Theodore Roosevelt Commodity prices in the South African economy has become a topic of… (more)

Subjects/Keywords: UCTD; Commodity options

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APA (6th Edition):

Brown, R. M. (2010). The pricing of commodity raw materials to the South African gold mining industry . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-03202010-180320/

Chicago Manual of Style (16th Edition):

Brown, Robert Mark. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Masters Thesis, University of Pretoria. Accessed January 23, 2017. http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

MLA Handbook (7th Edition):

Brown, Robert Mark. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Web. 23 Jan 2017.

Vancouver:

Brown RM. The pricing of commodity raw materials to the South African gold mining industry . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2017 Jan 23]. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

Council of Science Editors:

Brown RM. The pricing of commodity raw materials to the South African gold mining industry . [Masters Thesis]. University of Pretoria; 2010. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/

11. Song, Sangcheol. The Value Of Switching And Growth Options In Foreign Direct Investment.

Degree: PhD, Business Administration, 2008, The Ohio State University

 In this dissertation, we show that the geographic and ownership configurations of foreign direct investment have different theoretical implications for growth and switching options under… (more)

Subjects/Keywords: Management; Options; FDI

…Literature ..... ... ... 36 2.2 Investment Types in Real Options… …Real Options Theory ... .. 39 2.4 Timing and value of Exercising… …Real Options ......... 40 2.5 Options Types in Real… …Measures in Real Options Literature . ... .. 42 3.1 Two Option… …OF THIS DISSERTATION: THE REAL OPTIONS VALUE OF FOREIGN DIRECT INVESTMENTS Real options… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Song, S. (2008). The Value Of Switching And Growth Options In Foreign Direct Investment. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1218472668

Chicago Manual of Style (16th Edition):

Song, Sangcheol. “The Value Of Switching And Growth Options In Foreign Direct Investment.” 2008. Doctoral Dissertation, The Ohio State University. Accessed January 23, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1218472668.

MLA Handbook (7th Edition):

Song, Sangcheol. “The Value Of Switching And Growth Options In Foreign Direct Investment.” 2008. Web. 23 Jan 2017.

Vancouver:

Song S. The Value Of Switching And Growth Options In Foreign Direct Investment. [Internet] [Doctoral dissertation]. The Ohio State University; 2008. [cited 2017 Jan 23]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1218472668.

Council of Science Editors:

Song S. The Value Of Switching And Growth Options In Foreign Direct Investment. [Doctoral Dissertation]. The Ohio State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1218472668

12. Ben Flah, Inès. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance.

Degree: Docteur es, Sciences de gestion, 2011, Chollet, Pierre (thesis director)

Cette thèse s'intéresse à montrer l'intérêt aussi bien conceptuel qu'empirique de l'approche optionnelle de l'évaluation et du timing des projets de fusions-acquisitions. Pour ce faire,… (more)

Subjects/Keywords: Fusions-acquisitions; Options réelles; Évaluation; Timing; Options simples; Options composées multi-séquentielles; Mergers and acquisitions; Real options; Valuation; Timing; Simple options; Multi-phased compound options; 650; 330

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APA (6th Edition):

Ben Flah, I. (2011). Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance. (Thesis). Chollet, Pierre (thesis director). Retrieved from http://www.theses.fr/fr/2011AIX32081

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):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance.” 2011. Thesis, Chollet, Pierre (thesis director). Accessed January 23, 2017. http://www.theses.fr/fr/2011AIX32081.

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

MLA Handbook (7th Edition):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance.” 2011. Web. 23 Jan 2017.

Vancouver:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance. [Internet] [Thesis]. Chollet, Pierre (thesis director); 2011. [cited 2017 Jan 23]. Available from: http://www.theses.fr/fr/2011AIX32081.

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

Council of Science Editors:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Equity incentives in CEO compensation contracts : causes and consequences on firm performance. [Thesis]. Chollet, Pierre (thesis director); 2011. Available from: http://www.theses.fr/fr/2011AIX32081

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


University of Georgia

13. Grovenstein, Robert A. Urban land values and real options.

Degree: PhD, Business Administration, 2003, University of Georgia

 Vacant urban land exists in major metropolitan areas and begs the question, “why has the property never been developed.” The purpose of this dissertation is… (more)

Subjects/Keywords: Real options

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APA (6th Edition):

Grovenstein, R. A. (2003). Urban land values and real options. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd

Chicago Manual of Style (16th Edition):

Grovenstein, Robert A. “Urban land values and real options.” 2003. Doctoral Dissertation, University of Georgia. Accessed January 23, 2017. http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd.

MLA Handbook (7th Edition):

Grovenstein, Robert A. “Urban land values and real options.” 2003. Web. 23 Jan 2017.

Vancouver:

Grovenstein RA. Urban land values and real options. [Internet] [Doctoral dissertation]. University of Georgia; 2003. [cited 2017 Jan 23]. Available from: http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd.

Council of Science Editors:

Grovenstein RA. Urban land values and real options. [Doctoral Dissertation]. University of Georgia; 2003. Available from: http://purl.galileo.usg.edu/uga_etd/grovenstein_robert_a_200305_phd


Cornell University

14. Hsieh, Peilin. Three Essays On Volatility .

Degree: 2013, Cornell University

 My dissertation focuses on economic studying of volatility issues. Three essays are contained in my dissertation. Essay 1 extends a microstructure model to explain the… (more)

Subjects/Keywords: Volatility; Implied Volatility; Options

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APA (6th Edition):

Hsieh, P. (2013). Three Essays On Volatility . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/34067

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):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Thesis, Cornell University. Accessed January 23, 2017. http://hdl.handle.net/1813/34067.

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

MLA Handbook (7th Edition):

Hsieh, Peilin. “Three Essays On Volatility .” 2013. Web. 23 Jan 2017.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/1813/34067.

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

Council of Science Editors:

Hsieh P. Three Essays On Volatility . [Thesis]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/34067

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


City University of Hong Kong

15. Zhuang, Ziyin (莊子寅). Optimized static hedging strategy and hedging error analysis for barrier options.

Degree: M.Phil., 2008, City University of Hong Kong

The aim of this thesis is to improve on the static hedging of barrier options based on the work of Carr and Chou (1997b). We… (more)

Subjects/Keywords: Hedging (Finance); Options (Finance)

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APA (6th Edition):

Zhuang, Z. (. (2008). Optimized static hedging strategy and hedging error analysis for barrier options. (Masters Thesis). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/5455

Chicago Manual of Style (16th Edition):

Zhuang, Ziyin (莊子寅). “Optimized static hedging strategy and hedging error analysis for barrier options.” 2008. Masters Thesis, City University of Hong Kong. Accessed January 23, 2017. http://hdl.handle.net/2031/5455.

MLA Handbook (7th Edition):

Zhuang, Ziyin (莊子寅). “Optimized static hedging strategy and hedging error analysis for barrier options.” 2008. Web. 23 Jan 2017.

Vancouver:

Zhuang Z(. Optimized static hedging strategy and hedging error analysis for barrier options. [Internet] [Masters thesis]. City University of Hong Kong; 2008. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/2031/5455.

Council of Science Editors:

Zhuang Z(. Optimized static hedging strategy and hedging error analysis for barrier options. [Masters Thesis]. City University of Hong Kong; 2008. Available from: http://hdl.handle.net/2031/5455


City University of Hong Kong

16. Chen, Yanhui (陳彥暉). Modeling and forecasting implied volatility indices and the application in risk management and option trading.

Degree: PhD, 2013, City University of Hong Kong

 Implied volatility, derived from the market price of a market traded derivative, has attracted much attention in recent years, largely motivated by its importance in… (more)

Subjects/Keywords: Options (Finance)  – Prices.; Risk management.

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APA (6th Edition):

Chen, Y. (. (2013). Modeling and forecasting implied volatility indices and the application in risk management and option trading. (Doctoral Dissertation). City University of Hong Kong. Retrieved from http://hdl.handle.net/2031/8069

Chicago Manual of Style (16th Edition):

Chen, Yanhui (陳彥暉). “Modeling and forecasting implied volatility indices and the application in risk management and option trading.” 2013. Doctoral Dissertation, City University of Hong Kong. Accessed January 23, 2017. http://hdl.handle.net/2031/8069.

MLA Handbook (7th Edition):

Chen, Yanhui (陳彥暉). “Modeling and forecasting implied volatility indices and the application in risk management and option trading.” 2013. Web. 23 Jan 2017.

Vancouver:

Chen Y(. Modeling and forecasting implied volatility indices and the application in risk management and option trading. [Internet] [Doctoral dissertation]. City University of Hong Kong; 2013. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/2031/8069.

Council of Science Editors:

Chen Y(. Modeling and forecasting implied volatility indices and the application in risk management and option trading. [Doctoral Dissertation]. City University of Hong Kong; 2013. Available from: http://hdl.handle.net/2031/8069


University of Alberta

17. Cyr, Donald A. Option pricing: theoretical and empirical issues.

Degree: PhD, Faculty of Business, 1992, University of Alberta

Subjects/Keywords: Options (Finance)

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APA (6th Edition):

Cyr, D. A. (1992). Option pricing: theoretical and empirical issues. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/37720f76m

Chicago Manual of Style (16th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Doctoral Dissertation, University of Alberta. Accessed January 23, 2017. https://era.library.ualberta.ca/files/37720f76m.

MLA Handbook (7th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Web. 23 Jan 2017.

Vancouver:

Cyr DA. Option pricing: theoretical and empirical issues. [Internet] [Doctoral dissertation]. University of Alberta; 1992. [cited 2017 Jan 23]. Available from: https://era.library.ualberta.ca/files/37720f76m.

Council of Science Editors:

Cyr DA. Option pricing: theoretical and empirical issues. [Doctoral Dissertation]. University of Alberta; 1992. Available from: https://era.library.ualberta.ca/files/37720f76m


Delft University of Technology

18. Ruijter, M.J. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.

Degree: 2010, Delft University of Technology

 Financial options are contracts which define rights on stocks in a financial market. Real options arise in for example economical, personal or societal context. The… (more)

Subjects/Keywords: real options; fourier-cosine expansion

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APA (6th Edition):

Ruijter, M. J. (2010). Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2

Chicago Manual of Style (16th Edition):

Ruijter, M J. “Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.” 2010. Masters Thesis, Delft University of Technology. Accessed January 23, 2017. http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2.

MLA Handbook (7th Edition):

Ruijter, M J. “Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :.” 2010. Web. 23 Jan 2017.

Vancouver:

Ruijter MJ. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. [Internet] [Masters thesis]. Delft University of Technology; 2010. [cited 2017 Jan 23]. Available from: http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2.

Council of Science Editors:

Ruijter MJ. Numerical treatment of stochastic control problems by Fourier-cosine series expansions: The dike height problem :. [Masters Thesis]. Delft University of Technology; 2010. Available from: http://resolver.tudelft.nl/uuid:bb65e0da-386c-4f0e-941b-cb71463ec6f2


University of Montana

19. Edwards, William Wallace. Use of calls for the investor with limited capital.

Degree: MBA, 1973, University of Montana

Subjects/Keywords: Options (Finance)

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APA (6th Edition):

Edwards, W. W. (1973). Use of calls for the investor with limited capital. (Thesis). University of Montana. Retrieved from http://scholarworks.umt.edu/etd/5900

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):

Edwards, William Wallace. “Use of calls for the investor with limited capital.” 1973. Thesis, University of Montana. Accessed January 23, 2017. http://scholarworks.umt.edu/etd/5900.

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

MLA Handbook (7th Edition):

Edwards, William Wallace. “Use of calls for the investor with limited capital.” 1973. Web. 23 Jan 2017.

Vancouver:

Edwards WW. Use of calls for the investor with limited capital. [Internet] [Thesis]. University of Montana; 1973. [cited 2017 Jan 23]. Available from: http://scholarworks.umt.edu/etd/5900.

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

Council of Science Editors:

Edwards WW. Use of calls for the investor with limited capital. [Thesis]. University of Montana; 1973. Available from: http://scholarworks.umt.edu/etd/5900

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


Delft University of Technology

20. Moriakov, N. An application of Real Options to the valuation of an investment in electrical network:.

Degree: 2012, Delft University of Technology

 In the thesis it is shown how Real Options can be applied to the valuation of an investment in electrical network. The approach developed is… (more)

Subjects/Keywords: Real Options; riks; investment valuation

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APA (6th Edition):

Moriakov, N. (2012). An application of Real Options to the valuation of an investment in electrical network:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20

Chicago Manual of Style (16th Edition):

Moriakov, N. “An application of Real Options to the valuation of an investment in electrical network:.” 2012. Masters Thesis, Delft University of Technology. Accessed January 23, 2017. http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20.

MLA Handbook (7th Edition):

Moriakov, N. “An application of Real Options to the valuation of an investment in electrical network:.” 2012. Web. 23 Jan 2017.

Vancouver:

Moriakov N. An application of Real Options to the valuation of an investment in electrical network:. [Internet] [Masters thesis]. Delft University of Technology; 2012. [cited 2017 Jan 23]. Available from: http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20.

Council of Science Editors:

Moriakov N. An application of Real Options to the valuation of an investment in electrical network:. [Masters Thesis]. Delft University of Technology; 2012. Available from: http://resolver.tudelft.nl/uuid:e9a0ed78-1624-4610-8d96-3977c3116b20


University of Hong Kong

21. Lu, Xiaolong. Analysts, options trading and equity short selling.

Degree: PhD, 2014, University of Hong Kong

This dissertation consists of two empirical essays on the interactions among three financial markets, namely, the stock market, the options market, and the equity lending… (more)

Subjects/Keywords: Options (Finance); Short selling; Stocks

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APA (6th Edition):

Lu, X. (2014). Analysts, options trading and equity short selling. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/206666

Chicago Manual of Style (16th Edition):

Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed January 23, 2017. http://hdl.handle.net/10722/206666.

MLA Handbook (7th Edition):

Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Web. 23 Jan 2017.

Vancouver:

Lu X. Analysts, options trading and equity short selling. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10722/206666.

Council of Science Editors:

Lu X. Analysts, options trading and equity short selling. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/206666


University of New South Wales

22. Collins, Michael Alan. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.

Degree: Strategy & Entrepreneurship, 2009, University of New South Wales

 Despite the plethora of theoretical papers on real options, comparatively few papers test the predictions of real option theory empirically, and almost none directly examine… (more)

Subjects/Keywords: Investment decisions; Real options theory

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APA (6th Edition):

Collins, M. A. (2009). Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/43547

Chicago Manual of Style (16th Edition):

Collins, Michael Alan. “Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.” 2009. Doctoral Dissertation, University of New South Wales. Accessed January 23, 2017. http://handle.unsw.edu.au/1959.4/43547.

MLA Handbook (7th Edition):

Collins, Michael Alan. “Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?.” 2009. Web. 23 Jan 2017.

Vancouver:

Collins MA. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. [Internet] [Doctoral dissertation]. University of New South Wales; 2009. [cited 2017 Jan 23]. Available from: http://handle.unsw.edu.au/1959.4/43547.

Council of Science Editors:

Collins MA. Flexibility in investment decisions under uncertainty: do managers behave according to real options theory?. [Doctoral Dissertation]. University of New South Wales; 2009. Available from: http://handle.unsw.edu.au/1959.4/43547

23. Khoali, Youssef. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.

Degree: Docteur es, Sciences de gestion, 2012, Fontaine, Patrice (thesis director)

L'objectif de cette thèse est d'étudier les options journalières et hebdomadaires sur l'indice de marché néerlandais AEX introduites récemment par NYSE Euronext. Nous les considérons… (more)

Subjects/Keywords: Options journalières; NYSE Euronext; Indice AEX; Options hebdomadaires; Daily options; NYSE Euronext; AEX index; Weekly options

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APA (6th Edition):

Khoali, Y. (2012). Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. (Thesis). Fontaine, Patrice (thesis director). Retrieved from http://www.theses.fr/fr/2012GRENG010

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):

Khoali, Youssef. “Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.” 2012. Thesis, Fontaine, Patrice (thesis director). Accessed January 23, 2017. http://www.theses.fr/fr/2012GRENG010.

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

MLA Handbook (7th Edition):

Khoali, Youssef. “Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility.” 2012. Web. 23 Jan 2017.

Vancouver:

Khoali Y. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. [Internet] [Thesis]. Fontaine, Patrice (thesis director); 2012. [cited 2017 Jan 23]. Available from: http://www.theses.fr/fr/2012GRENG010.

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

Council of Science Editors:

Khoali Y. Etude des options journalières et hebdomadaires introduites par Nyse Euronext : transferts de volumes, types d'investisseurs et volatilité du marché sous-jacent : Study of daily and weekly options introduced by Nyse Euronext : volume transfers, investor types and underlying market volatility. [Thesis]. Fontaine, Patrice (thesis director); 2012. Available from: http://www.theses.fr/fr/2012GRENG010

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

24. Riffaud, Oana. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.

Degree: Docteur es, Sciences économiques, 2011, Héraud, Jean-Alain (thesis director)

En France, la Loi n° 2006-739 du 28 juin 2006 prévoit le stockage réversible profond pour les déchets de haute et moyenne activité à vie… (more)

Subjects/Keywords: Réversibilité; Stockage géologique; Options réelles

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APA (6th Edition):

Riffaud, O. (2011). Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. (Thesis). Héraud, Jean-Alain (thesis director). Retrieved from http://www.theses.fr/fr/2011NAN20009

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):

Riffaud, Oana. “Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.” 2011. Thesis, Héraud, Jean-Alain (thesis director). Accessed January 23, 2017. http://www.theses.fr/fr/2011NAN20009.

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

MLA Handbook (7th Edition):

Riffaud, Oana. “Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support.” 2011. Web. 23 Jan 2017.

Vancouver:

Riffaud O. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. [Internet] [Thesis]. Héraud, Jean-Alain (thesis director); 2011. [cited 2017 Jan 23]. Available from: http://www.theses.fr/fr/2011NAN20009.

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

Council of Science Editors:

Riffaud O. Réversibilité du stockage géologique des déchets radioactifs : la théorie des options réelles dans l'aide à la décision : Reversability of geological disposal of radioactive waste : the real options theory in the decision support. [Thesis]. Héraud, Jean-Alain (thesis director); 2011. Available from: http://www.theses.fr/fr/2011NAN20009

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


University of Johannesburg

25. Zittlau, Ferdinand Ernst. Option pricing and risk management .

Degree: 2012, University of Johannesburg

 Chapter 2 discussed the basic principles underlying of the two major option pricing formulae. It clearly showed that two totally different approaches were followed in… (more)

Subjects/Keywords: Options (Finance)  – Prices; Risk management

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APA (6th Edition):

Zittlau, F. E. (2012). Option pricing and risk management . (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6728

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):

Zittlau, Ferdinand Ernst. “Option pricing and risk management .” 2012. Thesis, University of Johannesburg. Accessed January 23, 2017. http://hdl.handle.net/10210/6728.

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

MLA Handbook (7th Edition):

Zittlau, Ferdinand Ernst. “Option pricing and risk management .” 2012. Web. 23 Jan 2017.

Vancouver:

Zittlau FE. Option pricing and risk management . [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10210/6728.

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

Council of Science Editors:

Zittlau FE. Option pricing and risk management . [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6728

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


Texas A&M University

26. Weber, Catherine Krueger. The impact of CEO option grants on firm value: determinants of the effectiveness of option grants.

Degree: 2007, Texas A&M University

 The significance of stock options as a component of executive compensation has fluctuated dramatically over the past decade. The purpose of this study is to… (more)

Subjects/Keywords: executive stock options; compensation

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APA (6th Edition):

Weber, C. K. (2007). The impact of CEO option grants on firm value: determinants of the effectiveness of option grants. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/5011

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):

Weber, Catherine Krueger. “The impact of CEO option grants on firm value: determinants of the effectiveness of option grants.” 2007. Thesis, Texas A&M University. Accessed January 23, 2017. http://hdl.handle.net/1969.1/5011.

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

MLA Handbook (7th Edition):

Weber, Catherine Krueger. “The impact of CEO option grants on firm value: determinants of the effectiveness of option grants.” 2007. Web. 23 Jan 2017.

Vancouver:

Weber CK. The impact of CEO option grants on firm value: determinants of the effectiveness of option grants. [Internet] [Thesis]. Texas A&M University; 2007. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/1969.1/5011.

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

Council of Science Editors:

Weber CK. The impact of CEO option grants on firm value: determinants of the effectiveness of option grants. [Thesis]. Texas A&M University; 2007. Available from: http://hdl.handle.net/1969.1/5011

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


University of Waterloo

27. Kurehira, Hisatoshi. An Investment Decision under the Clean Development Mechanism: A Real Options Approach.

Degree: 2009, University of Waterloo

 One of the main challenges that investors in the Clean Development Mechanism (CDM) project face is the management of the volatility of the price of… (more)

Subjects/Keywords: Clean Development Mechanism; Real Options

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APA (6th Edition):

Kurehira, H. (2009). An Investment Decision under the Clean Development Mechanism: A Real Options Approach. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4697

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):

Kurehira, Hisatoshi. “An Investment Decision under the Clean Development Mechanism: A Real Options Approach.” 2009. Thesis, University of Waterloo. Accessed January 23, 2017. http://hdl.handle.net/10012/4697.

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

MLA Handbook (7th Edition):

Kurehira, Hisatoshi. “An Investment Decision under the Clean Development Mechanism: A Real Options Approach.” 2009. Web. 23 Jan 2017.

Vancouver:

Kurehira H. An Investment Decision under the Clean Development Mechanism: A Real Options Approach. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10012/4697.

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

Council of Science Editors:

Kurehira H. An Investment Decision under the Clean Development Mechanism: A Real Options Approach. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4697

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


University of Waterloo

28. Wang, Qian. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.

Degree: 2011, University of Waterloo

 A risky project evaluation technique called the fuzzy real options analysis is developed to evaluate brownfield redevelopment projects. Other decision making techniques, such as multiple… (more)

Subjects/Keywords: Brownfield Redevelopment; Real Options Analysis

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APA (6th Edition):

Wang, Q. (2011). Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5948

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):

Wang, Qian. “Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.” 2011. Thesis, University of Waterloo. Accessed January 23, 2017. http://hdl.handle.net/10012/5948.

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

MLA Handbook (7th Edition):

Wang, Qian. “Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy.” 2011. Web. 23 Jan 2017.

Vancouver:

Wang Q. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. [Internet] [Thesis]. University of Waterloo; 2011. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10012/5948.

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

Council of Science Editors:

Wang Q. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. [Thesis]. University of Waterloo; 2011. Available from: http://hdl.handle.net/10012/5948

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

29. Chan, Pak Keung. Pricing Asian Options by the Method of Moments Matching.

Degree: 2015, University of Waterloo

This Master's Thesis explores the method of moments matching for pricing Asian options. In this thesis, the underlying asset is assumed to be non-dividend paying and its price process either follows the standard geometric Brownian motion or the more advanced Heston volatility model.

Subjects/Keywords: Asian Options; Moments Matching

…Chapter 1 Introduction Asian options are derivatives whose payoff is determined by the… …all over the world. Asian options are path-dependent due to the averaging and they are often… …classified as exotic options. Compared to standard European options, Asian options have several… …than that of the equity’s price. Asian options, in general, are cheaper than the European… …computed by sampling the underlying equity’s price over a long period of time, Asian options… 

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APA (6th Edition):

Chan, P. K. (2015). Pricing Asian Options by the Method of Moments Matching. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/9437

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):

Chan, Pak Keung. “Pricing Asian Options by the Method of Moments Matching.” 2015. Thesis, University of Waterloo. Accessed January 23, 2017. http://hdl.handle.net/10012/9437.

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

MLA Handbook (7th Edition):

Chan, Pak Keung. “Pricing Asian Options by the Method of Moments Matching.” 2015. Web. 23 Jan 2017.

Vancouver:

Chan PK. Pricing Asian Options by the Method of Moments Matching. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/10012/9437.

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

Council of Science Editors:

Chan PK. Pricing Asian Options by the Method of Moments Matching. [Thesis]. University of Waterloo; 2015. Available from: http://hdl.handle.net/10012/9437

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


University of Michigan

30. Linn, Matthew P. Risk and Return in Equity and Options Markets.

Degree: PhD, Business Administration, 2015, University of Michigan

 While theory can tell us about the relationship between prices of risk in options and equity markets within the context of a specific model, what… (more)

Subjects/Keywords: Options; Finance; Business and Economics

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

APA (6th Edition):

Linn, M. P. (2015). Risk and Return in Equity and Options Markets. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/113552

Chicago Manual of Style (16th Edition):

Linn, Matthew P. “Risk and Return in Equity and Options Markets.” 2015. Doctoral Dissertation, University of Michigan. Accessed January 23, 2017. http://hdl.handle.net/2027.42/113552.

MLA Handbook (7th Edition):

Linn, Matthew P. “Risk and Return in Equity and Options Markets.” 2015. Web. 23 Jan 2017.

Vancouver:

Linn MP. Risk and Return in Equity and Options Markets. [Internet] [Doctoral dissertation]. University of Michigan; 2015. [cited 2017 Jan 23]. Available from: http://hdl.handle.net/2027.42/113552.

Council of Science Editors:

Linn MP. Risk and Return in Equity and Options Markets. [Doctoral Dissertation]. University of Michigan; 2015. Available from: http://hdl.handle.net/2027.42/113552

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