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Teses / dissertações sobre o tema "Pricing"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 25 de julho de 2025

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1

Rodriguez, Claudia Patricia. "Transmission pricing." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0028/MQ50390.pdf.

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2

Jonason, Andreas. "Innovative pricing." Doctoral thesis, Stockholm : Tekniska högsk, 2001. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3221.

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3

Loon, Joyce van. "Algorithmic pricing." Maastricht : Maastricht : Universitaire Pers ; University Library, Universiteit Maastricht [host], 2009. http://arno.unimaas.nl/show.cgi?fid=14955.

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4

Gesua', Sive Salvadori Davide <1993&gt. "Transfer pricing." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10654.

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5

Jordan-Wagner, James M. (James Michael). "Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market." Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc330578/.

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Monthly returns on twenty-seven Eurobonds from July 1982 to June 1986 were examined. There were no consistent differences in returns based on the country in which a firm is located. There were consistent differences due to industry classification, with energy-related firms exhibiting higher average returns and variances. Excess returns were calculated using the capital asset pricing model and arbitrage pricing theory. The results from calculation of mean average deviation, root mean square, and R2 all indicate that the arbitrage pricing theory was a better descriptor of the Eurobond market.

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6

Ahmed, Hasib. "Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model." ScholarWorks@UNO, 2019. https://scholarworks.uno.edu/td/2659.

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Standard asset pricing theories suggest that only systematic risk is priced. Empirical studies report a relationship between idiosyncratic volatility or risk (IVOL) and asset price. The most common explanation for this anomaly is that households under-diversify creating a Bad Model problem. This paper uses an Intermediary Asset Pricing Model (IAPM) as a way to control for under-diversification in evaluating the relationship between IVOL and asset price. We find that IVOL premia is lower in an IAPM. Our findings indicate that under-diversification can explain the anomaly partially.

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7

Ehlers, Philippe Serge. "Pricing credit derivatives." Zürich : ETH, 2007. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=17274.

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8

Huang, Liang Hai. "Pricing exchange options." Thesis, University of Macau, 2005. http://umaclib3.umac.mo/record=b1447320.

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9

Prostakova, Irina, and Alexander Tazov. "Energy Derivatives Pricing." Thesis, Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab), 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16174.

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In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. Therefore, we develop a model for the futures market and compound derivatives with pricing in accordance with the correspondent index. We derive a framework for energy derivatives pricing, compute the price of the European call option on futures and correspondi

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10

Xue, Jiang. "Pricing Callable Bonds." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-162962.

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11

Reneby, Joel. "Pricing corporate debt." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1998. http://www.hhs.se/efi/summary/474.htm.

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12

Li, Peng. "Asset pricing anomalies." Thesis, University of Leeds, 2016. http://etheses.whiterose.ac.uk/15615/.

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13

Ly, Steven. "Dynamic Pricing Communication." Thesis, KTH, Radio Systems Laboratory (RS Lab), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229904.

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Parking is an old concept, which fundamentally involves leaving a vehicle at a place. Parking has been considered as a subsidiary activity to owning a car. However, these days owning a car has become the norm, which leads to a greater demand for parking. Unregulated parking demand often leads to increased traffic congestion, when there are not enough parking spaces to keep up with the demand. Congestion itself has a negative impact on the environment and causes safety issues. A common solution to reduce congestion have been by influencing the demand for parking spaces through parking prices. D

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14

Bieta, Volker, Udo Broll, and Wilfried Siebe. "Strategic option pricing." Technische Universität Dresden, 2020. https://tud.qucosa.de/id/qucosa%3A71719.

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In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio by ruling out arbitrage. Instead a two-person game from the Nash equilibrium of which the option price can be derived is formulated. Consequently both the underlying asset’s price at expiration and the price of the option on this asset are endogenously determined. The option price derived this way turns out, however, to be identical to the classical

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15

Byström, Martin. "Module-based pricing." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-293169.

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Modularity has the possibility to fulfil a wide range of customer requirements by using relatively few input components. The benefits of modularization from an engineering perspective have been confirmed repeatedly by multiple researchers, but less attention has been drawn to the question of how to effectively price the large number of variants of top-level configurations. In terms of pricing, a common approach is to add a contribution margin to the production cost, but there are problems associated with this method. In general, there should be possibilities to: i) base price on value, not cos

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16

Bozhkov, D. S. "Charity in pricing." Thesis, Sumy State University, 2017. http://essuir.sumdu.edu.ua/handle/123456789/66249.

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Nowadays enterprises in any sphere of activities can not achieve their aims without considering important social needs. The social importance of commodity producers is realized through various programs (sponsorship, patronage, support, etc.). One of the new forms of activities is their involvement in pricing.

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17

Bozhkov, D. S. "Charity in pricing." Thesis, Sumy State University, 2017. http://essuir.sumdu.edu.ua/handle/123456789/65321.

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18

Le, Guen Thibault. "Data-driven pricing." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/45627.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2008.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (p. 143-146).<br>In this thesis, we develop a pricing strategy that enables a firm to learn the behavior of its customers as well as optimize its profit in a monopolistic setting. The single product case as well as the multi product case are considered under different parametric forms of demand

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19

Mengler, Jan. "Arbitrage Pricing Theory." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-77153.

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Determination of the stock expected return is an important element of asset management. This paper presents an Arbitrage Pricing Theory model, which strives to estimate the expected return explaining the historical volatility of the stock prices. This paper presents the model as it was introduced, necessary extension for application to a small market included. Statistical methods on which the model has been build are discussed -- factor analysis completed by principal component analysis. In the practical part, the model is applied to the Czech market with an assessment of the success of the ap

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20

Bimaj, Arjola. "Psychology of pricing." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162611.

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Price is the element of the marketing mix that has direct effect in the profits of a company. The right price can boost the profit and the wrong price can significantly shrink it. Thus, the businesses need to set the right price in order to maximize their revenues. However, the newest factors in the economic field, the continuous changes in the environment and the current financial situation in the world has eroded the pricing power and forces the managers to look in every direction in order to be able and keep up with the changes. Therefore, the aim of the thesis is to study the psychology of

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21

Russell, Joseph F. "Analysis of commercial pricing factors : a framework for commercial item pricing." Thesis, Monterey, Calif. Naval Postgraduate School, 2002. http://hdl.handle.net/10945/6028.

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Approved for public release; distribution is unlimited.<br>Recent procurement reform initiatives within the Federal Government have served to significantly reduce the requirement for offerors to provide the Government with cost or pricing data in advance of contract negotiations. The goal of these initiatives is to streamline the procurement process and achieve a procurement environment that more closely resembles the practices of the commercial sector. In order for the Government Contracting Officer to effectively analyze an offer as fair and reasonable and obtain a negotiating position, the

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22

Law, Yan Tai. "Pricing under random information flow and the theory of information pricing." Thesis, Imperial College London, 2012. http://hdl.handle.net/10044/1/9292.

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This thesis presents a mathematical formulation of informational inhomogeneity in financial markets, with emphasis on its impact on asset volatility, the notion of information extraction, and the role of information providers. We begin with a brief review of the BHM framework, which models the market filtration by an information process consisting of a signal and a noise term, such that the signal-to-noise ratio is determined by the information flow rate. Motivated by the observations that valuable information is rarely circulated homogeneously across financial markets, and that the informatio

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23

Shi, Qi. "Three Essays on empirical cross-sectional asset pricing using multi-factor pricing models." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/370429.

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My three essays contain three studies using multi-factor asset pricing models, where all the data are based on the US market. The first study extends intertemporal CAPMs with a few macro pricing factors: inflation or the cycle of industrial production (IP). I regard this specification of such models as a multi-factor pricing model, where this multi-factor linear pricing model can alternatively be derived from a consumption-based model from a theoretical perspective. I find significant evidence that the augmented multi-factor models outperform the original ICAPM. The results show that inflation

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24

Stepanchuk, Tanja. "Optimal pricing strategies how nonlinear programming enables optimal pricing in digital environment." Hamburg Kovač, 2009. http://d-nb.info/1000250164/04.

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25

Möllerstedt, Lena. "Transfer Pricing : Svenska domstolars tillämpning av OECD Transfer Pricing Guidelines vid armlängdsprisberäkningar." Thesis, Jönköping University, JIBS, Commercial Law, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-359.

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26

Johnstone, Jeffrey Carl, and Patrick Daniel Keavney. "Pricing Strategy, Pricing Stability and Financial Condition in the Defense Aerospace Industry." Thesis, Monterey, California. Naval Postgraduate School, 1987. http://hdl.handle.net/10945/41618.

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Approved for public release, distribution unlimited<br>All original copies missing. Best digital copy available.<br>The purpose of this research is to determine if pricing strategy and pricing stability for products in the defense aerospace industry can be predicted based on a firm's financial condition. The sample for this research includes 17 contractors and 52 missile and aircraft programs. Two separate issues are addressed. The first issue concerns the relationship between financial condition and contractor pricing strategy. The second concerns the relationship between organizational slack

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27

Baker, Bradley James. "Pricing Participant Sport: The Pricing Development Process in Long-Distance Running Events." Diss., Temple University Libraries, 2017. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/423748.

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Tourism and Sport<br>D.B.A.<br>The current research investigates pricing practices and consumer behavior in long-distance running events. Two studies address (1) current practices in pricing and registration policies for long-distance running events, and (2) factors that influence the decision-making process by which event organizers develop, adopt, and implement particular pricing policies. Study One involves a descriptive census of policies currently in use for a comprehensive list of running events in the United States that include races at the full or half marathon distance. Study Two adop

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28

Smit, L., and Niekerk T. Van. "Selecting a pricing strategy : a statistical approach." Journal for New Generation Sciences, Vol 12, Issue 1: Central University of Technology, Free State, Bloemfontein, 2014. http://hdl.handle.net/11462/656.

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Published Article<br>Pricing management, as part of the marketing strategy of an organisation, is a difficult and highly complex - but also critically important - management activity, as it affects the revenue and therefore the profits of an organisation. However, scholars such as Bruck (2010), Cram (2006:5), Eugster, Kakkar and Roegner (2000:133), Hinterhuber (2004:765) and Pratt (2007) believe that the pricing function in organisations has largely been neglected by managers and academics and that price is generally set by guesswork and not by scientific means. This article maintains that th

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29

Holzner, Anna. "Nutzenorientiertes Pricing von Messeleistungen." Wiesbaden : Dt. Univ.-Verl, 2006. http://dx.doi.org/10.1007/978-3-8350-9089-7.

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30

Bregman, Yuliya. "Pricing in new markets." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-95859.

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31

Lowther, George Edward. "Derivative pricing with options." Thesis, University of Cambridge, 1999. https://www.repository.cam.ac.uk/handle/1810/265436.

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We consider the problem of pricing and hedging general path dependent derivatives on a single asset, supposing that we already know the prices of the vanilla options. If we are to avoid introducing arbitrage possibilities, then this is the same as finding a model under which the discounted asset price is a martingale and for which every vanilla option has its price equal to the expected value of its discounted payout. It has been shown by Dupire ([1], [2]) that if we restrict ourselves to diffusions, then the local volatility surface can be determined by a simple equation which involves differ

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32

Björklund, Wictor. "Personalized pricing through profiling." Thesis, Stockholms universitet, Juridiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-153198.

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33

Choi, Hoyong. "Essays on asset pricing." Thesis, London School of Economics and Political Science (University of London), 2016. http://etheses.lse.ac.uk/3395/.

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The first chapter studies the impact of variance risk in the Treasury market on both term premia and the shape of the yield curve. Under minimal assumptions shared by standard structural and reduced-form asset pricing models, I show that an observable proxy of variance risk in the Treasury market can be constructed via a portfolio of Treasury options. The observable variance risk has the ability to explain the time variation in term premia, but is largely unrelated to the shape of the yield curve. Using the observable variance risk, I also propose a new representation of no-arbitrage term stru

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34

Strand, Niklas. "Empirical studies of pricing." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (Ekonomiska forskningsinstitutet vid Handelshögsk.) (EFI), 2001. http://www.hhs.se/efi/summary/570.htm.

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35

Linder, Martin, and Tobias Nylin. "Pricing of radar data." Thesis, Linköpings universitet, Kommunikations- och transportsystem, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-104020.

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In this thesis we examine the issue regarding pricing of radar data and surveillance to the operators of air navigation service (ANS) at the aerodromes in Sweden. The question of who should be responsible for providing radar data to the operators is being managed that results in if it should be LFV, as it is today, the government or another authority. This is being examined since LFV in 2010 lost its monopoly position in the terminal area in Sweden. LFV still has monopoly on the en route part, and thru the en route income finances the radar data to all operators in Sweden. Air traffic service

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36

Yan, Hongjun. "Asset pricing under imperfections." Thesis, London Business School (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.417453.

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37

Kuo, Jing-Ming. "Essays in asset pricing." Thesis, University of Essex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499797.

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38

Hansen, Peder. "Pricing exotic power options." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-248571.

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39

Koulafetis, Panayiota. "Asset pricing in UK." Thesis, City University London, 2000. http://openaccess.city.ac.uk/8108/.

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The thesis contributes to the literature in the following ways: First it contributes to the body of literature by extending our knowledge on the predictive ability of alternative Unconditional methodologies. Second it adds to the body of litareture by providing practical tests so as to assess the performance of Conditional models. Third the thesis extends our knowledge on the sensitivity of utilising different portfolio formation criteria, while testing both Unconditional and Conditional asset pricing inferences. Fourth it contributes to the body of literature by extending our knowledge on Unc

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40

劉伯文 and Pak-man Lau. "Option pricing: a survey." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31977911.

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41

Ren, Linghui, and 任凌晖. "Transfer pricing in China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B45157819.

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42

Romero, Alberto. "Filtering in asset pricing." Thesis, University of British Columbia, 2013. http://hdl.handle.net/2429/45100.

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In the first chapter of this thesis, I propose a nonlinear filtering method to estimate latent processes based on the Taylor series approximations. The filter extends conventional methods such as the extended Kalman filter or the unscented Kalman filter and provides a tractable way to estimate filters of any order. I apply the filter to different models and demonstrate that this method is a good approach for the estimation of unobservable states as well as for parameter inference. I also find that filters with Taylor approximations can be as accurate as conventional Monte Carlo filters and com

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43

Lowrey, Craig. "Electricity pricing and regulation." Thesis, Brunel University, 1999. http://bura.brunel.ac.uk/handle/2438/7390.

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This work aims to assess the development of competition in the electricity industry of England and Wales, emphasising one of the key elements of the restructured industry, the pool - a centralised day ahead electricity spot market. The pool's structure is examined, along with the relationship that the pool has with the market for electricity forward contracts. However, the key to this work is the relationship between the major electricity generators and the industry's regulator. This is introduced through two theoretical models, and undertaken through a series of econometric models using pool

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44

Armstrong, Mark. "Pricing in multiproduct firms." Thesis, University of Oxford, 1993. http://ora.ox.ac.uk/objects/uuid:3af11153-479b-48b6-a8ea-3aa2318effb6.

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This thesis is a theoretical analysis of optimal pricing by firms when consumer demands are uncertain. The purpose is to extend the familiar literature on single-product nonlinear pricing in two directions: to cases where the firm is regulated and to the case where the firm produces several products. Chapter 1 embeds these problems into the general setting of models of asymmetric information and, as well as covering existing work on the pricing decisions of firms facing adverse selection, discusses other areas including repeated contracts, auctions, signalling and the uses of what is known as

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45

Hanke, Michael. "Automation and airline pricing." Thesis, Cranfield University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285303.

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46

Scott, Morton Fiona. "Firm pricing and entry." Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/11958.

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47

Gohil, Rishi. "Water : pricing the priceless." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/107518.

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Thesis: M. Eng. in Logistics, Massachusetts Institute of Technology, Supply Chain Management Program, 2016.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 62-64).<br>Unilever, a large multi-national Consumer Packaged Goods (CPG) company, uses water as an essential ingredient in its products and as a critical component in its manufacturing processes. In many instances, the price of water does not reflect market dynamics insofar as water is cheaper where there is low availability and vice versa. Business continuity costs due to poor water quality or water

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48

Gu, Chenchen. "Option Pricing Using MATLAB." Digital WPI, 2011. https://digitalcommons.wpi.edu/etd-theses/382.

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This paper describes methods for pricing European and American options. Monte Carlo simulation and control variates methods are employed to price call options. The binomial model is employed to price American put options. Using daily stock data I am able to compare the model price and market price and speculate as to the cause of difference. Lastly, I build a portfolio in an Interactive Brokers paper trading [1] account using the prices I calculate. This project was done a part of the masters capstone course Math 573: Computational Methods of Financial Mathematics.

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49

Richards, Darren Glyn. "Pricing American exotic options." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624594.

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50

Lakshmanan, Meenakshi. "Pricing in communication networks." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624263.

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