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.
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Showing 1 to 20 of 2045 for “"Pricing"”.
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Credit Risk Pricing via Epstein-Zin Pricing Kernel
We present an equilibrium framework for pricing corporate bonds with information delay in an Epstein-Zin setting. As in structural models of credit risk, the default time is modeled as the first hitting time of a default boundary by the unobservable process; the firm's asset value. The observable …
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Transfer pricing
"Today, transfer pricing is about the a/location of income of a multinational enterprise between nations. The introduction of anti-avoidance provisions were in th~ main sufficient to deter companies from shifting profit to overseas associates through under or over pricing of cross border …
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Pricing Decentralization in Customized Pricing Systems and Network Models
… thesis, we study the implications of multi-party pricing for both consumers and producers in different settings. Within most organizations, the final price of a product or service is usually the result of a chain of pricing decisions. This chain may consist of different departments of the same …
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Pricing Weather Derivatives
… with historical option payouts. We also use bond pricing techniques to calculate the expected temperature, which we compare with the mean of the temperature obtained from our model. We find that our model gives reasonable results for the degree day options we seek to price.
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Data-driven pricing
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, whose parameters …
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Dynamic Pricing Strategy, Impacts of Fair Pricing Perception on Consumer Reaction
… examines the relationship between dynamic pricing, fair pricing perception, and willingness to buy. The theoretical contribution of this research is to provide a conceptual framework and empirical evidence for understanding the complex relationships between constructs. The study also …
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Pricing Participant Sport: The Pricing Development Process in Long-Distance Running Events
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 …
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Essays in Asset Pricing
This dissertation includes three essays in asset pricing. The first two essays explain the role of investor trust on mutual fund investor behavior and private fund capital raising, respectively. The third essay proposes a valuation model for bitcoin options. In the first essay, I investigate the …
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Essays on Asset Pricing
… from planned investment. In Chapter Two “Asset pricing and risk sharing with limited enforcement and heterogeneous preferences”, I introduce heterogeneous preferences (heterogeneity in risk aversion and time discount factor) into a two-agent endowment economy with enforcement constraints and …
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Essays on Asset Pricing
This dissertation studies asset pricing from three perspectives. The first chapter takes the view of a long-run buy-and-hold investor, and offers an an explanation to prominent cross-sectional return anomalies. A commonality shared by these anomalies is that their returns are negatively correlated …
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Essays in Asset Pricing
… dissertation consists of three essays in asset pricing with the common theme of return predictability.</p> <p><strong>Chapter 1:</strong> This chapter introduces the motivation, results, and structure of the dissertation.</p> <p><strong>Chapter 2:</strong> I examine the relation between the …
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Asset pricing in UK
… testing both Unconditional and Conditional asset pricing inferences. Fourth it contributes to the body of literature by extending our knowledge on Unconditional and Conditional beta models and their comparative performance. Fifth the thesis adds to the existing literature by estimating the …
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Energy Pricing and Inflation
Made available in DSpace on 2014-12-12T20:55:02Z (GMT). No. of bitstreams: 1 8004275.pdf: 4064654 bytes, checksum: 30cbeb53f1ad37c4352f2c12ff78e25f (MD5) Previous issue date: 1979
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Derivative pricing with options.
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 …
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Component unit pricing theory
… proof and explanation that different item pricing scenarios produce different levels of reward for a contractor, whilst exposing them to different degrees of risk. The theory describes the three identified sources of these rewards as well as provides the first explanation of the risks. It …
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Water : pricing the priceless
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 …
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Essays in Asset Pricing
… to better understand market dynamics and asset pricing anomalies. In Chapter 1, which is co-authored with Andrea Hamaui, we study the effect of investors’ market expectations on asset pricing. Given traditional stock returns factor modelling and the prominence of the market factor, beliefs about …
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Firm pricing and entry
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1994.
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Methods of pricing milk
… and control of the production, distribution and pricing of milk. Secondly, a study of the Lynchburg, Virginia milk market was made to determine the problems that have been encountered in this particular market. In addition, some appraisal is made of the role the control program has played in the …
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