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You searched for subject:(options). Showing records 1 – 30 of 1184 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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Vedolin AC. Essays in asset pricing. [Internet] [Thesis]. Università della Svizzera italiana; 2010. [cited 2020 Jan 29]. 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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Ziveyi J. The evaluation of early exercise exotic options. [Internet] [Thesis]. University of Technology, Sydney; 2011. [cited 2020 Jan 29]. 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. 葛麗; 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):

葛麗; Ge, L. (2015). Informational content of options trading on equity returns and corporate events. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131

Chicago Manual of Style (16th Edition):

葛麗; Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Doctoral Dissertation, University of Hong Kong. Accessed January 29, 2020. Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131.

MLA Handbook (7th Edition):

葛麗; Ge, Li. “Informational content of options trading on equity returns and corporate events.” 2015. Web. 29 Jan 2020.

Vancouver:

葛麗; Ge L. Informational content of options trading on equity returns and corporate events. [Internet] [Doctoral dissertation]. University of Hong Kong; 2015. [cited 2020 Jan 29]. Available from: Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131.

Council of Science Editors:

葛麗; Ge L. Informational content of options trading on equity returns and corporate events. [Doctoral Dissertation]. University of Hong Kong; 2015. Available from: Ge, L. [葛麗]. (2015). Informational content of options trading on equity returns and corporate events. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5481887 ; http://hdl.handle.net/10722/211131


University of Pretoria

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

Degree: Gordon Institute of Business Science (GIBS), 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://hdl.handle.net/2263/23350

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 29, 2020. http://hdl.handle.net/2263/23350.

MLA Handbook (7th Edition):

Brown, Robert Mark. “The pricing of commodity raw materials to the South African gold mining industry.” 2010. Web. 29 Jan 2020.

Vancouver:

Brown RM. The pricing of commodity raw materials to the South African gold mining industry. [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2020 Jan 29]. Available from: http://hdl.handle.net/2263/23350.

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://hdl.handle.net/2263/23350


University of Pretoria

5. [No author]. 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):

author], [. (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):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Masters Thesis, University of Pretoria. Accessed January 29, 2020. http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

MLA Handbook (7th Edition):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Web. 29 Jan 2020.

Vancouver:

author] [. The pricing of commodity raw materials to the South African gold mining industry . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2020 Jan 29]. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

Council of Science Editors:

author] [. 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/

6. Ben Flah, Inès. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.

Degree: Docteur es, Sciences de gestion, 2011, Aix-Marseille 3

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 : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. (Doctoral Dissertation). Aix-Marseille 3. Retrieved from http://www.theses.fr/2011AIX32081

Chicago Manual of Style (16th Edition):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.” 2011. Doctoral Dissertation, Aix-Marseille 3. Accessed January 29, 2020. http://www.theses.fr/2011AIX32081.

MLA Handbook (7th Edition):

Ben Flah, Inès. “Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts.” 2011. Web. 29 Jan 2020.

Vancouver:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. [Internet] [Doctoral dissertation]. Aix-Marseille 3; 2011. [cited 2020 Jan 29]. Available from: http://www.theses.fr/2011AIX32081.

Council of Science Editors:

Ben Flah I. Evaluation et timing des fusions-acquisitions : une approche par les options réelles : Numerical simulation and analysis of petroleum recovery processes characterized by sharp fronts. [Doctoral Dissertation]. Aix-Marseille 3; 2011. Available from: http://www.theses.fr/2011AIX32081


The Ohio State University

7. Kensinger, John W. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.

Degree: PhD, Graduate School, 1982, The Ohio State University

Subjects/Keywords: Economics; Options

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APA (6th Edition):

Kensinger, J. W. (1982). Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943

Chicago Manual of Style (16th Edition):

Kensinger, John W. “Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.” 1982. Doctoral Dissertation, The Ohio State University. Accessed January 29, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943.

MLA Handbook (7th Edition):

Kensinger, John W. “Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.” 1982. Web. 29 Jan 2020.

Vancouver:

Kensinger JW. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. [Internet] [Doctoral dissertation]. The Ohio State University; 1982. [cited 2020 Jan 29]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943.

Council of Science Editors:

Kensinger JW. Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger. [Doctoral Dissertation]. The Ohio State University; 1982. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943


University of Georgia

8. 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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Grovenstein RA. Urban land values and real options. [Internet] [Doctoral dissertation]. University of Georgia; 2003. [cited 2020 Jan 29]. 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


University of Alberta

9. 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 29, 2020. https://era.library.ualberta.ca/files/37720f76m.

MLA Handbook (7th Edition):

Cyr, Donald A. “Option pricing: theoretical and empirical issues.” 1992. Web. 29 Jan 2020.

Vancouver:

Cyr DA. Option pricing: theoretical and empirical issues. [Internet] [Doctoral dissertation]. University of Alberta; 1992. [cited 2020 Jan 29]. 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


Victoria University of Wellington

10. Hobbs, Cameron. Uncertainty and Investment Choice in a Real-Options Model of the Firm.

Degree: 2017, Victoria University of Wellington

 A firm must consider many factors when adopting an investment policy including, but not limited to the size, scope, and cost of each investment, as… (more)

Subjects/Keywords: Uncertainty; Investment choice; Real options

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APA (6th Edition):

Hobbs, C. (2017). Uncertainty and Investment Choice in a Real-Options Model of the Firm. (Masters Thesis). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/6887

Chicago Manual of Style (16th Edition):

Hobbs, Cameron. “Uncertainty and Investment Choice in a Real-Options Model of the Firm.” 2017. Masters Thesis, Victoria University of Wellington. Accessed January 29, 2020. http://hdl.handle.net/10063/6887.

MLA Handbook (7th Edition):

Hobbs, Cameron. “Uncertainty and Investment Choice in a Real-Options Model of the Firm.” 2017. Web. 29 Jan 2020.

Vancouver:

Hobbs C. Uncertainty and Investment Choice in a Real-Options Model of the Firm. [Internet] [Masters thesis]. Victoria University of Wellington; 2017. [cited 2020 Jan 29]. Available from: http://hdl.handle.net/10063/6887.

Council of Science Editors:

Hobbs C. Uncertainty and Investment Choice in a Real-Options Model of the Firm. [Masters Thesis]. Victoria University of Wellington; 2017. Available from: http://hdl.handle.net/10063/6887


University of Hong Kong

11. 盧曉瓏; 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: Stocks; Short selling; Options (Finance)

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APA (6th Edition):

盧曉瓏; Lu, X. (2014). Analysts, options trading and equity short selling. (Doctoral Dissertation). University of Hong Kong. Retrieved from Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666

Chicago Manual of Style (16th Edition):

盧曉瓏; Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed January 29, 2020. Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666.

MLA Handbook (7th Edition):

盧曉瓏; Lu, Xiaolong. “Analysts, options trading and equity short selling.” 2014. Web. 29 Jan 2020.

Vancouver:

盧曉瓏; Lu X. Analysts, options trading and equity short selling. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Jan 29]. Available from: Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666.

Council of Science Editors:

盧曉瓏; Lu X. Analysts, options trading and equity short selling. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Lu, X. [盧曉瓏]. (2014). Analysts, options trading and equity short selling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5270543 ; http://dx.doi.org/10.5353/th_b5270543 ; http://hdl.handle.net/10722/206666


Université de Grenoble

12. 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, Université de Grenoble

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. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2012GRENG010

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. Doctoral Dissertation, Université de Grenoble. Accessed January 29, 2020. http://www.theses.fr/2012GRENG010.

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. 29 Jan 2020.

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] [Doctoral dissertation]. Université de Grenoble; 2012. [cited 2020 Jan 29]. Available from: http://www.theses.fr/2012GRENG010.

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. [Doctoral Dissertation]. Université de Grenoble; 2012. Available from: http://www.theses.fr/2012GRENG010

13. 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, Université Nancy II

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. (Doctoral Dissertation). Université Nancy II. Retrieved from http://www.theses.fr/2011NAN20009

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. Doctoral Dissertation, Université Nancy II. Accessed January 29, 2020. http://www.theses.fr/2011NAN20009.

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. 29 Jan 2020.

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] [Doctoral dissertation]. Université Nancy II; 2011. [cited 2020 Jan 29]. Available from: http://www.theses.fr/2011NAN20009.

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. [Doctoral Dissertation]. Université Nancy II; 2011. Available from: http://www.theses.fr/2011NAN20009


University of Johannesburg

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

Degree: 2012, University of Johannesburg

M.Comm.

Chapter 2 discussed the basic principles underlying of the two major option pricing formulae. It clearly showed that two totally different approaches were followed… (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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Zittlau FE. Option pricing and risk management. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2020 Jan 29]. 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


Montana Tech

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

Degree: MBA, 1973, Montana Tech

Subjects/Keywords: Options (Finance)

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

APA (6th Edition):

Edwards, W. W. (1973). Use of calls for the investor with limited capital. (Thesis). Montana Tech. Retrieved from https://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, Montana Tech. Accessed January 29, 2020. https://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. 29 Jan 2020.

Vancouver:

Edwards WW. Use of calls for the investor with limited capital. [Internet] [Thesis]. Montana Tech; 1973. [cited 2020 Jan 29]. Available from: https://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]. Montana Tech; 1973. Available from: https://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

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

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 29, 2020. 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. 29 Jan 2020.

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 2020 Jan 29]. 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


Delft University of Technology

17. 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 29, 2020. 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. 29 Jan 2020.

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 2020 Jan 29]. 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


Cornell University

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

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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Hsieh P. Three Essays On Volatility . [Internet] [Thesis]. Cornell University; 2013. [cited 2020 Jan 29]. 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


University of Waterloo

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

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 29, 2020. 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. 29 Jan 2020.

Vancouver:

Wang Q. Facilitating Brownfield Redevelopment Projects: Evaluation, Negotiation, and Policy. [Internet] [Thesis]. University of Waterloo; 2011. [cited 2020 Jan 29]. 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


Rutgers University

20. Chandia, Karina E., 1982-. Option prices and accounting choices.

Degree: PhD, Management, 2014, Rutgers University

My dissertation research contains two chapters on the impact of the accounting choices, conservatism and quality of the accounting information, on the option prices. In… (more)

Subjects/Keywords: Options (Finance) – Prices; Accounting – Methods

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APA (6th Edition):

Chandia, Karina E., 1. (2014). Option prices and accounting choices. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/45617/

Chicago Manual of Style (16th Edition):

Chandia, Karina E., 1982-. “Option prices and accounting choices.” 2014. Doctoral Dissertation, Rutgers University. Accessed January 29, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/45617/.

MLA Handbook (7th Edition):

Chandia, Karina E., 1982-. “Option prices and accounting choices.” 2014. Web. 29 Jan 2020.

Vancouver:

Chandia, Karina E. 1. Option prices and accounting choices. [Internet] [Doctoral dissertation]. Rutgers University; 2014. [cited 2020 Jan 29]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45617/.

Council of Science Editors:

Chandia, Karina E. 1. Option prices and accounting choices. [Doctoral Dissertation]. Rutgers University; 2014. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/45617/


Rutgers University

21. Zhao, Chen, 1987-. An investigation of stock and option markets, and their interactions.

Degree: PhD, Management, 2015, Rutgers University

My dissertation comprises of three essays: 1) Large price changes and subsequent returns; 2) Using option implied volatilities to predict absolute stock returns: Evidence from… (more)

Subjects/Keywords: Stock exchanges; Stock options

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APA (6th Edition):

Zhao, Chen, 1. (2015). An investigation of stock and option markets, and their interactions. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/47721/

Chicago Manual of Style (16th Edition):

Zhao, Chen, 1987-. “An investigation of stock and option markets, and their interactions.” 2015. Doctoral Dissertation, Rutgers University. Accessed January 29, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/47721/.

MLA Handbook (7th Edition):

Zhao, Chen, 1987-. “An investigation of stock and option markets, and their interactions.” 2015. Web. 29 Jan 2020.

Vancouver:

Zhao, Chen 1. An investigation of stock and option markets, and their interactions. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2020 Jan 29]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47721/.

Council of Science Editors:

Zhao, Chen 1. An investigation of stock and option markets, and their interactions. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47721/


Rutgers University

22. Gilani, Wajahat H., 1979-. Optimal execution of real-options in illiquid and incomplete markets.

Degree: PhD, Management, 2016, Rutgers University

This dissertation, consists of three essays on the problem of quantifying optimal stopping policies for a multi-period investment, where transition probabilities and the investment value… (more)

Subjects/Keywords: Real options (Finance); Management accounting

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

APA (6th Edition):

Gilani, Wajahat H., 1. (2016). Optimal execution of real-options in illiquid and incomplete markets. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50521/

Chicago Manual of Style (16th Edition):

Gilani, Wajahat H., 1979-. “Optimal execution of real-options in illiquid and incomplete markets.” 2016. Doctoral Dissertation, Rutgers University. Accessed January 29, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50521/.

MLA Handbook (7th Edition):

Gilani, Wajahat H., 1979-. “Optimal execution of real-options in illiquid and incomplete markets.” 2016. Web. 29 Jan 2020.

Vancouver:

Gilani, Wajahat H. 1. Optimal execution of real-options in illiquid and incomplete markets. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Jan 29]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50521/.

Council of Science Editors:

Gilani, Wajahat H. 1. Optimal execution of real-options in illiquid and incomplete markets. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50521/


KTH

23. Zackrisson, Ella. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.

Degree: Mathematical Statistics, 2015, KTH

  This thesis empirically evaluates a geometric Brownian motion and a stochastic volatility model for modeling futures prices and hedging Asian call options on the… (more)

Subjects/Keywords: Hedging strategies; Asian Options; Electricity

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APA (6th Edition):

Zackrisson, E. (2015). Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437

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):

Zackrisson, Ella. “Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.” 2015. Thesis, KTH. Accessed January 29, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437.

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

MLA Handbook (7th Edition):

Zackrisson, Ella. “Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool.” 2015. Web. 29 Jan 2020.

Vancouver:

Zackrisson E. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. [Internet] [Thesis]. KTH; 2015. [cited 2020 Jan 29]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437.

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

Council of Science Editors:

Zackrisson E. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168437

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


University of Hong Kong

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

Degree: PhD, 2013, University of Hong Kong

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed January 29, 2020. Song, N. [宋娜]. (2013). Mathematical models and numerical algorithms for option pricing and optimal trading. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5066216 ; http://dx.doi.org/10.5353/th_b5066216 ; http://hdl.handle.net/10722/191191.

MLA Handbook (7th Edition):

Song, Na. “Mathematical models and numerical algorithms for option pricing and optimal trading.” 2013. Web. 29 Jan 2020.

Vancouver:

Song N. Mathematical models and numerical algorithms for option pricing and optimal trading. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Jan 29]. 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


University of Illinois – Urbana-Champaign

25. Sun, Yuanyuan. Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options.

Degree: PhD, 0364, 2014, University of Illinois – Urbana-Champaign

 This thesis examines executive compensation and consists of two chapters. The first chapter studies the relationship between executive equity incentives in banking firms and mortgage… (more)

Subjects/Keywords: Executive Compensation; Mortgage Origination; Stock Options; Underwater Options

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APA (6th Edition):

Sun, Y. (2014). Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/49754

Chicago Manual of Style (16th Edition):

Sun, Yuanyuan. “Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options.” 2014. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 29, 2020. http://hdl.handle.net/2142/49754.

MLA Handbook (7th Edition):

Sun, Yuanyuan. “Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options.” 2014. Web. 29 Jan 2020.

Vancouver:

Sun Y. Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2020 Jan 29]. Available from: http://hdl.handle.net/2142/49754.

Council of Science Editors:

Sun Y. Essays on the role of executive compensation in the subprime mortgage crisis and the incentive effects of executive stock options. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2014. Available from: http://hdl.handle.net/2142/49754


University of Delaware

26. DeSimone, Garrett T. Essays on equity option behavior surrounding macroeconomic announcements .

Degree: 2017, University of Delaware

 This dissertation presents two empirical studies on equity option behavior around scheduled macroeconomic announcements. In the rst essay, I analyze the predic- tive power of… (more)

Subjects/Keywords: Social sciences; Asset pricing; Equity options; Macroeconomics; Options strategies; Volatility

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APA (6th Edition):

DeSimone, G. T. (2017). Essays on equity option behavior surrounding macroeconomic announcements . (Doctoral Dissertation). University of Delaware. Retrieved from http://udspace.udel.edu/handle/19716/23116

Chicago Manual of Style (16th Edition):

DeSimone, Garrett T. “Essays on equity option behavior surrounding macroeconomic announcements .” 2017. Doctoral Dissertation, University of Delaware. Accessed January 29, 2020. http://udspace.udel.edu/handle/19716/23116.

MLA Handbook (7th Edition):

DeSimone, Garrett T. “Essays on equity option behavior surrounding macroeconomic announcements .” 2017. Web. 29 Jan 2020.

Vancouver:

DeSimone GT. Essays on equity option behavior surrounding macroeconomic announcements . [Internet] [Doctoral dissertation]. University of Delaware; 2017. [cited 2020 Jan 29]. Available from: http://udspace.udel.edu/handle/19716/23116.

Council of Science Editors:

DeSimone GT. Essays on equity option behavior surrounding macroeconomic announcements . [Doctoral Dissertation]. University of Delaware; 2017. Available from: http://udspace.udel.edu/handle/19716/23116


University of Southern California

27. Wu, Hao. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 In modern financial world, it is one of the most challenging problems to valuate American-style options. Finite difference methods could be used only if the… (more)

Subjects/Keywords: least‐squares Monte Carlo (LSM); basis functions; American options; European options

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APA (6th Edition):

Wu, H. (2014). Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171

Chicago Manual of Style (16th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Masters Thesis, University of Southern California. Accessed January 29, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

MLA Handbook (7th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Web. 29 Jan 2020.

Vancouver:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2020 Jan 29]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

Council of Science Editors:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171


University of Southern California

28. Wang, Tong. Three essays in derivatives, trading and liquidity.

Degree: PhD, Business Administration, 2013, University of Southern California

 The work in Chapter 1 shows that hedging by option writers has a large and significant destabilizing effect on the stock market. We demonstrate that… (more)

Subjects/Keywords: liquidity; options; real options; seasoned equity offerings; term structure; trading

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APA (6th Edition):

Wang, T. (2013). Three essays in derivatives, trading and liquidity. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7448

Chicago Manual of Style (16th Edition):

Wang, Tong. “Three essays in derivatives, trading and liquidity.” 2013. Doctoral Dissertation, University of Southern California. Accessed January 29, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7448.

MLA Handbook (7th Edition):

Wang, Tong. “Three essays in derivatives, trading and liquidity.” 2013. Web. 29 Jan 2020.

Vancouver:

Wang T. Three essays in derivatives, trading and liquidity. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2020 Jan 29]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7448.

Council of Science Editors:

Wang T. Three essays in derivatives, trading and liquidity. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/320144/rec/7448


NSYSU

29. Chang, Szu-Ying. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.

Degree: Master, Applied Mathematics, 2012, NSYSU

 An Asian option is a path-dependent option whose payoff depends on the average of the underlying asset price over a certain time interval. It can… (more)

Subjects/Keywords: Asian Options; Options; Valuation; Strike Price; Forward-starting

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APA (6th Edition):

Chang, S. (2012). An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828

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):

Chang, Szu-Ying. “An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.” 2012. Thesis, NSYSU. Accessed January 29, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828.

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

MLA Handbook (7th Edition):

Chang, Szu-Ying. “An Analytic Approach to Approximate Pricing of Forward-starting Asian Options.” 2012. Web. 29 Jan 2020.

Vancouver:

Chang S. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Jan 29]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828.

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

Council of Science Editors:

Chang S. An Analytic Approach to Approximate Pricing of Forward-starting Asian Options. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0712112-130828

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


University of Newcastle

30. Brady, Nathan D. An analysis of the effects of risk biases on real options pricing.

Degree: DBA, 2015, University of Newcastle

Research Doctorate - Doctor of Business Administration (DBA)

Over the past two decades, a significant amount of academic knowledge has been created on how to… (more)

Subjects/Keywords: real options; prospect theory; expected utility; options pricing; risk aversion

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

APA (6th Edition):

Brady, N. D. (2015). An analysis of the effects of risk biases on real options pricing. (Doctoral Dissertation). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1063061

Chicago Manual of Style (16th Edition):

Brady, Nathan D. “An analysis of the effects of risk biases on real options pricing.” 2015. Doctoral Dissertation, University of Newcastle. Accessed January 29, 2020. http://hdl.handle.net/1959.13/1063061.

MLA Handbook (7th Edition):

Brady, Nathan D. “An analysis of the effects of risk biases on real options pricing.” 2015. Web. 29 Jan 2020.

Vancouver:

Brady ND. An analysis of the effects of risk biases on real options pricing. [Internet] [Doctoral dissertation]. University of Newcastle; 2015. [cited 2020 Jan 29]. Available from: http://hdl.handle.net/1959.13/1063061.

Council of Science Editors:

Brady ND. An analysis of the effects of risk biases on real options pricing. [Doctoral Dissertation]. University of Newcastle; 2015. Available from: http://hdl.handle.net/1959.13/1063061

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