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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Showing 81 to 90 of 278 (0.107 seconds)

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81

Real options valuation the importance of interest rate modelling in theory and practice /

Schulmerich, Marcus. Mareev, E. A. January 1900 (has links)
Originally presented as the author's doctoral thesis to the European Business School, Oestrich-Winkel. / Description based on print version record. Includes bibliographical references and index.
82

Two essays on asset pricing and options market

Zhao, Huimin, January 2008 (has links)
Thesis (Ph. D.)--University of Hong Kong, 2009. / Includes bibliographical references (leaves 91-92) Also available in print.
83

Real options valuation the importance of interest rate modelling in theory and practice /

Schulmerich, Marcus. January 1900 (has links)
Originally presented as the author's doctoral thesis to the European Business School, Oestrich-Winkel. / Description based on print version record. Includes bibliographical references (p. [345]-353) and index.
84

Essays on corporate strategy: evolution of corporate capabilities and the role of intangible assets

Arikan, Asli Musaoglu, January 2004 (has links)
Thesis (Ph. D.)--Ohio State University, 2004. / Title from first page of PDF file. Document formatted into pages; contains xii, 144 p.; also includes graphics (some col.). Includes bibliographical references (p. ). Available online via OhioLINK's ETD Center
85

Numerical algorithms for exotic financial derivatives /

Lau, Ka Wo. January 2004 (has links)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 120-126). Also available in electronic version. Access restricted to campus users.
86

The CEV model : estimation and option pricing /

Chu, Kut-leung. January 1999 (has links)
Thesis (M. Phil.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 102-106).
87

Applicability of various option pricing models in Hong Kong warrants market /

Yiu, Fan-lai. January 1993 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1993.
88

The hedging role of options and futures with mismatched currencies /

Yan, Chi-kwan. January 2000 (has links)
Thesis (M. Econ.)--University of Hong Kong, 2000. / Includes bibliographical references (leaf 28).
89

Implementing the principle of maximum entropy in option pricing /

Guo, Weiyu, January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 127-128). Also available on the Internet.
90

Implementing the principle of maximum entropy in option pricing

Guo, Weiyu, January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 127-128). Also available on the Internet.

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