E-Dissertationen: Search
Now showing items 31-40 of 46
Essays on Dual Risk Measures and the Asymptotic Term Structure
(2009-08-27)
This dissertation covers two distinct topics in the field of financial economics: risk measurement and the term structure of interest rates.
The phenomenon of risk plays a ubiquitous role in finance and insurance as ...
The phenomenon of risk plays a ubiquitous role in finance and insurance as ...
Nonlinear and Stochastic Dynamical Systems Modeling Price Dynamics: Aspects of Financial Economics in Oil Markets
(2008)
In many economic and financial processes mathematical modeling leads to nonlinear and stochastic dynamical systems. The interplay of stochastic and nonlinear effects is important under many aspects. Whereas the dynamic ...
The Price of CO2 Allowances in the European Greenhouse Gas Emissions Trading Scheme: An Empirical, Experimental, and Theoretical Study
(2008)
According to the common position of the European Council, large installations from the energy industry and other carbon-intensive industries are part of an EU-wide greenhouse gas (GHG) emissions trading scheme (EU ETS) ...
Essays on Moral Norms, Legal Unbundling and Franchise Systems
(2008)
This dissertation studies three, rather unrelated, topics, which are investigated in 4 independent chapters.
Chapter 1 analyses a model of incomplete information with selfish rational types and types who comply ...
Risk Management of Life Insurance Contracts with Interest Rate and Return Guarantees and an Analysis of Chapter 11 Bankruptcy Procedure
(2007)
Equity-linked life insurance contracts are an example of theinterplay between insurance and finance. By considering some specific equity-linked life insurance contracts, this thesis mainly studies risk management methods, ...
Essays on the Effects of Information on Incentives and on People’s Awareness and Assessment of Biases
(2007)
The first two essays deal with the interaction between intermediate information and incentives when information asymmetries are present. While in the first essay, individuals’ types can be private information, in the second ...
Essays on International Policy Coordination in Interdependent Economies
(2007)
Throughout the last couple of decades the world has experienced a strong and steady increase in the economic interdependence among national economies. Accordingly, national monetary and fiscal policies are also subject to ...
Modeling the Dynamics of Stock Prices Using Realized Variation Measures
(2007)
Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ...
Dynamic Matching and Bargaining Games: Towards a General Perspective
(2007)
"Nature makes no jumps," according to a famous saying - but what about economies? Is economic welfare continuous in the size of the frictions of trading and do the welfare theorems hold approximately when ...
Information and Incentives in Organizations
(2007)
This thesis asks about the value of information for providing incentives in principal agent models with hidden action and limited liability. The classical literature deals with information in the form of signals that the ...