Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 31 for “"Financial engineering"”.
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Essays in financial engineering
… techniques of operations research to problems in financial engineering. In particular, we study problems in portfolio optimization and options pricing. The first essay is motivated by the fact that derivative securities are equivalent to specific dynamic trading strategies in complete markets. …
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Financial engineering for BOT infrastructure projects
… in pursuing these ventures, is the expertise in financial engineering. As defined in this thesis, financial engineering is the systematic process that enables a private company to decide first in which BOT project to invest, and then to design the most cost-effective funding structure for …
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Rhetorical Financial Engineering: Challenging an Hermeneutic Framework for Organizational Behavior
This project investigation how financial language is used to create worlds of meaning, serving a purpose dictating human behavior. I offer in this project an exploration-of-concept of a rhetorical method as an intervention into the discipline of behavioral finance and economics. The rhetoric of …
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Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
This dissertation studies two financial engineering and econometrics problems relating to two facets of the 2007-2008 financial crisis. In the first part, we construct the Spatial Capital Asset Pricing Model and the Spatial Arbitrage Pricing Theory to characterize the risk premiums of futures …
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An analysis of the current investment trend in the U.S. toll road sector
… model" was recently criticized by scholars as financial engineering based and as being unsustainable (Lawrence and Stapledon, 2008).In this thesis, the financial engineering based funds led by Macquarie have been singled out and labeled as "intra-marginal investors", whose asset investment …
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Analytics for financing drug development
… This thesis focuses on an exploration of financial engineering techniques aimed at addressing these concerns. Despite the recent financial crisis, many suggest that securitization is an appropriate tool for financing such large social challenges. Although securitization has been …
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A multilayer network approach to quantifying biologically-derived systematic risk in biomedical finance
… rates. Recent work in the MIT Laboratory for Financial Engineering has explored the potential of using financial engineering in the form of biomedical "megafunds" to help tackle this problem. New methods will be needed to better assess systematic financial risks for these therapeutic project …
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Financial crisis management: application to SMEs in Australia
… number of these businesses suffer from abrupt financial crises resulting from manmade or natural disasters such as fire, flood, storm, etc, which affect all business sectors in the Australian economy. There are numerous theoretical and empirical models that have been applied in relation to …
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Mathematical modelling and risk management in deregulated electricity markets
… and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity.
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A multi-tier framework for dynamic data collection, analysis, and visualization
… and educational project at MIT's Laboratory for Financial Engineering.
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Housing Mutual Equity Shares (HOMES) : a residential appreciation investment vehicle
… real estate occur on a market-wide basis?" Using financial engineering, the author introduces a new security design to overcome the hurdles and restrictions that prevent widespread capital market investment in owner-occupied residences. Named Housing Mutual Equity Shares (HOMES), this new …
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Market outperformance by nonparametric, simugram-based portfolio selection
… instead of a few moments. When applied to financial engineering problems, it provides a time-indexed risk profile of positions, which is applied as the objective function in the non-linear optimization of portfolio weights. This technique is in contrast to the mean-variance selection model, …
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Exploring Field Programmable Gate Array Architectures for Pascal's Simplex-based multinomial option pricing
In financial engineering, the speed and accuracy of option pricing models are critical for decision-making in fast-paced markets. This thesis explores the application of Field Programmable Gate Arrays (FPGAs) to accelerate the computation of option pricing models, specifically focusing on Pascal's …
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An Application of Artificial Neural Networks in Forecasting Future Oil Price Return Volatilities
… of Artificial Neural Networks (ANNs) in Financial Engineering. Here Artificial Neural Networks are applied for simulating both direct and inverse of some financial models. This study comprises of four parts. In first two parts, the ANNs are applied to forecast via forward/direct functions …
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Quantitative Framework to Evaluate Alternative Dispute Resolution Investments in Architecture Engineering and Construction Projects Using Option and Real Option Theory
… model that incorporates two main concepts from financial engineering to account for the uncertainty in the initial estimates of the project characteristics and ADR properties is developed. The first concept involves drawing an analogy from financial and real market options to account for the …
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Quality control charts under random fuzzy measurements
… and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity.
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Characterizations of and closed-form solutions for plain vanilla and exotic derivatives
… Examples for applications of this result in financial engineering are provided.
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High performance digital signal processing: Theory, design, and applications in finance
… many real-world scenarios. In this dissertation, engineering implementation of KLT as well as the theory of eigenanalysis for auto-regressive order one, AR(1), discrete stochastic processes are investigated and novel improvements are proposed. The new findings are applied to well-known problems in …
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The Evolution of Hedge Fund Activism: From Corporate Raiders to Sustainability Crusaders?
… operational changes, rather than the short term financial engineering that activist hedge funds are commonly criticized for engaging in. Second, it builds upon the study of activist board representation campaigns to argue that activist hedge funds may be well positioned to play a unique role in …
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