Browse by Supervisors
Number of items: 86. 2016Cai, Shengfu (2016) An empirical study on the determinants and optimal level of corporate cash holding from US firms. [Dissertation (University of Nottingham only)] Mehta, Aayush (2016) Determinants of Credit Default Swaps for North American Companies. [Dissertation (University of Nottingham only)] Wang, Han (2016) Hong Kong Stock Markets Prediction Using Neural Networks: The Case of HENDERSON LAND Monthly Stock Price. [Dissertation (University of Nottingham only)] 2015Ashley, James (2015) The Effect of Financial Derivative Use on the Probability of Financial Distress: A UK Study. [Dissertation (University of Nottingham only)] Cao, Hang (2015) Stochastic Models of Crude Oil Prices and Their Applications on Option Pricing. [Dissertation (University of Nottingham only)] 2014HUANG, SHAOJIE (2014) An Empirical Investigation of IPO Underpricing in Japanese Stock Market. [Dissertation (University of Nottingham only)] (Unpublished) Liu, Xudong (2014) Option Pricing Model Based on the Stochastic Volatility and Jump Diffusion Process. [Dissertation (University of Nottingham only)] (Unpublished) Navick, Laura (2014) Credit Risk Mitigation through CDSs: Evidence from the French Credit Derivative Market. [Dissertation (University of Nottingham only)] (Unpublished) Nguyen, Thi Mai Hanh (2014) The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract. [Dissertation (University of Nottingham only)] (Unpublished) Nguyen, Thi Mai Hanh (2014) The optimal hedge ratio and hedging effectiveness of stock index futures An empirical study of TAIEX index futures contract. [Dissertation (University of Nottingham only)] (Unpublished) Xenofontos, Andreas (2014) Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: an Empirical Evidence of Argentina. [Dissertation (University of Nottingham only)] (Unpublished) Xie, Zhao (2014) Developing the ARCH family model to evaluate the impact of inflation on the S&P 500 return volatility. [Dissertation (University of Nottingham only)] (Unpublished) Zhao, Jingkun (2014) Calendar Anomalies in the Singapore and Chinese Stock Markets. [Dissertation (University of Nottingham only)] (Unpublished) 2013HAN, YAN (2013) Application of Real Options Techniques to Project Valuation and Company Valuation. [Dissertation (University of Nottingham only)] (Unpublished) Li, Kai (2013) Empirical Research on Relationships Between Marginal-VaR, Component-VaR and Incremental-VaR. [Dissertation (University of Nottingham only)] (Unpublished) Nguyen, Thi Thuy Linh (2013) Can price limit effectively reduce stock price volatility? An empirical evidence from Vietnam Stock Exchange. [Dissertation (University of Nottingham only)] (Unpublished) Pan, Fangxin (2013) Forecast accuracy test of stochastic volatility models: traditional models vs Volatility Hang Seng Index. [Dissertation (University of Nottingham only)] (Unpublished) YIN, ZEHUA (2013) The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market. [Dissertation (University of Nottingham only)] (Unpublished) ZHOU, Mengjia (2013) A Comparison of Chinese and UK Portfolios Using Value-at-Risk Approaches. [Dissertation (University of Nottingham only)] (Unpublished) ZHU, Guantao (2013) Assessing the performance of the VaR models on nonlinear portfolio. [Dissertation (University of Nottingham only)] (Unpublished) 2012Gao, Kang (2012) Market Volatility and Macroeconomic Factors. [Dissertation (University of Nottingham only)] (Unpublished) LI, KAI (2012) Empirical Research on Value-at-Risk Computing Approaches in Evaluation of Financial Risks. [Dissertation (University of Nottingham only)] (Unpublished) Mehta, Mansi (2012) Option & Option Strategies. [Dissertation (University of Nottingham only)] (Unpublished) Pang, Chuanqi (2012) Temperature modelling and weather derivatives pricing with application in Scottish electricity industry. [Dissertation (University of Nottingham only)] (Unpublished) Wang, Lujia (2012) AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET. [Dissertation (University of Nottingham only)] (Unpublished) Wang, Yang (2012) Performance of VIX Option Price Models. [Dissertation (University of Nottingham only)] (Unpublished) 2011Chan, Hou I (2011) Economic Growth and R&D: Empirical Firm-level Analysis of the UK and the US. [Dissertation (University of Nottingham only)] (Unpublished) Chen, Yao (2011) An Investigation on The Behaviour of Stock Returns in Emerging Markets. [Dissertation (University of Nottingham only)] (Unpublished) Jain, Anant (2011) Returns on Sustainable Mutual Funds in India. [Dissertation (University of Nottingham only)] (Unpublished) Than, Ei Thuzar (2011) Dynamic hedging with transaction costs. [Dissertation (University of Nottingham only)] (Unpublished) Wu, Cai (2011) Credit Risk Mitigation and its valuation –credit derivatives in China. [Dissertation (University of Nottingham only)] (Unpublished) 2010Bhandari, Punya (2010) Management Of Portfolio Of Mutual Funds:Developing a model for allocation of funds in portfolios of mutual Funds by Indian Investors based on the risk-need analysis. [Dissertation (University of Nottingham only)] (Unpublished) CHEN, JunChao (2010) Factors Determining Interest Rate Derivatives Usage for Hedging In the UK. [Dissertation (University of Nottingham only)] (Unpublished) Hoo, Suet Fun (2010) The Singapore Real Estate Investment Trust (S-REIT). [Dissertation (University of Nottingham only)] (Unpublished) Joshi, Sahil (2010) Garch Models: Forecasting Volatility and Pricing Options. [Dissertation (University of Nottingham only)] (Unpublished) Kosoglu, Elif (2010) CDS Implied Default Probabilities: A Study of a Reduced Form Model for Credit Risk. [Dissertation (University of Nottingham only)] (Unpublished) Ma, Jun (2010) An Application of Portfolio Insurance Strategies in FOREX market. [Dissertation (University of Nottingham only)] (Unpublished) SUN, YU (2010) Credit Risk Modelling and Early Warning System: An Empirical Study of Listed SMEs in UK. [Dissertation (University of Nottingham only)] (Unpublished) WANG, Zheng (2010) Testing the CAPM and the APT: Evidence from the UK Stock Market. [Dissertation (University of Nottingham only)] (Unpublished) Yang, Ke (2010) Convertible bond valuation focusing on Chinese convertible bond market. [Dissertation (University of Nottingham only)] (Unpublished) 2009Chadha, Harpreet Singh (2009) Valuing Real Estate Investments. [Dissertation (University of Nottingham only)] (Unpublished) Kanthamanond, Piti (2009) Fuzzy Binomial Option pricing model: a comparison of the fuzzy binomials and modified numerical methods. [Dissertation (University of Nottingham only)] (Unpublished) Munda, Gal (2009) Implications of consensus target prices. [Dissertation (University of Nottingham only)] (Unpublished) Pacheriwala, Rohit (2009) A Study of Recent Mergers and Acquisitions in India and Their Impact on The Operating Performance and Shareholder Wealth. [Dissertation (University of Nottingham only)] (Unpublished) Qiu, Tianliang (2009) PREDICATION OF FAILED BANKS AN EARLY WARNING MODEL APPLIED FOR THE COMMERCIAL BANKS IN THE SUBPRIME CRISIS. [Dissertation (University of Nottingham only)] (Unpublished) Sun, Fei (2009) Portfolio optimization using Genetic algorithm incorporating Value-at-Risk. [Dissertation (University of Nottingham only)] (Unpublished) Thuy Linh, Doan (2009) The impact of leverage on stock returns: an empirical test on the Australian stock market. [Dissertation (University of Nottingham only)] (Unpublished) 2008Dhanuka, Piyush (2008) Regulatory and Disclosure Requirements for Indian IPOs: Grading and Other Issues. [Dissertation (University of Nottingham only)] (Unpublished) Huang, Yibing (2008) Cross-Market Heding during The Credit Crunch. [Dissertation (University of Nottingham only)] (Unpublished) Iyer, Meenu (2008) Empirical Analysis of GARCH models and their performance in pricing options in comparison to the Black Scholes Model. [Dissertation (University of Nottingham only)] (Unpublished) Kung, Ling Wai (2008) Modelling and Pricing the Weather Derivative. [Dissertation (University of Nottingham only)] (Unpublished) Lau, Yue Ming Alan (2008) Rational Pricing of Internet Companies Operating in Emerging Market. [Dissertation (University of Nottingham only)] (Unpublished) Lim, Pau Ling Alvin (2008) The Future of Bricks and Mortar - A Financial Approach to investigating how technology will change the demand for real estate. [Dissertation (University of Nottingham only)] (Unpublished) Lin, Ching-Li (2008) Value-at-Risk Models Applied to Taiwan's Stock Market. [Dissertation (University of Nottingham only)] (Unpublished) Lin, Lin (2008) Assessing the Performance of Value-at-Risk Models in Chinese Stock Market. [Dissertation (University of Nottingham only)] (Unpublished) Liu, Mengxi (2008) The impact of launching Stock Index Futures on the volatility of the Chinese stock market. [Dissertation (University of Nottingham only)] (Unpublished) Micallef, Pierre (2008) Parametric Value at Risk models for hedge fund application. [Dissertation (University of Nottingham only)] (Unpublished) Rathnasamy, Kiruthiga (2008) A Study on the Impact of Derivatives on Firm Value. [Dissertation (University of Nottingham only)] (Unpublished) Sukhija, Kanchan (2008) Emergence of Weather Derivative Market in India. [Dissertation (University of Nottingham only)] (Unpublished) Wang, Zhijie (2008) An Empirical Analysis of IPO Under-Pricing: New Evidence from 2007 NASDAQ Stock Market. [Dissertation (University of Nottingham only)] (Unpublished) 2007Bagaria, Neha (2007) A Study on the risk-return characteristics and the diversification benefit of the Hedge Fund industry. [Dissertation (University of Nottingham only)] (Unpublished) Chen, Lu (2007) Application of Real Option Approach in China Real Estate Development - A case study. [Dissertation (University of Nottingham only)] (Unpublished) Chen, Lu (2007) Application of Real Option Approach in China Real Estate Development-A case study. [Dissertation (University of Nottingham only)] (Unpublished) Han, Lu (2007) Pricing Credit Default Swap. [Dissertation (University of Nottingham only)] (Unpublished) Kedia, Vasudha (2007) Creation of Synergies Through Mergers and Acquisitions. [Dissertation (University of Nottingham only)] (Unpublished) Liu, Miou (2007) The role of currency derivatives in across countries portfolio risk management: A case of international stock portfolio diversification. [Dissertation (University of Nottingham only)] (Unpublished) Quesney, Alexis (2007) A Valuation Methodology And Pricing Analysis of Clickoptions. [Dissertation (University of Nottingham only)] (Unpublished) Quesney, Alexis (2007) A Valuation Methodology and Pricing Analysis of Clickoptions. [Dissertation (University of Nottingham only)] (Unpublished) Wang, Xuewen (2007) Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan. [Dissertation (University of Nottingham only)] (Unpublished) Xia, Chong (2007) A Study of Derivatives Usage in the UK Unit Trusts. [Dissertation (University of Nottingham only)] (Unpublished) Xu, Jia (2007) How Chinese Enterprises Use Futures and How to Manage Its Risk. [Dissertation (University of Nottingham only)] (Unpublished) Zhang, Qi (2007) Evaluation of Hedege Fund Performance. [Dissertation (University of Nottingham only)] (Unpublished) Zhang, Qi (2007) Evaluation of Hedge Fund Performance. [Dissertation (University of Nottingham only)] (Unpublished) Zhang, Shu (2007) Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets. [Dissertation (University of Nottingham only)] (Unpublished) 2006Han, Lu (2006) Introduction of Credit Derivatives and Valuation of Credit Default Swap. [Dissertation (University of Nottingham only)] (Unpublished) Kapadia, Riddhi (2006) A Study on Derivatives Market in India:Current Scenario and Future Trends. [Dissertation (University of Nottingham only)] (Unpublished) Mistry, Suresh Bhupendra (2006) Spreading the Financial Binary Code: A Valuation Methodology of Financial Binary Bets. [Dissertation (University of Nottingham only)] (Unpublished) Smith, Christopher (2006) Hedging using Derivatives: A Study of Non-Financial Firms in the UK. [Dissertation (University of Nottingham only)] (Unpublished) Suri, Akshay (2006) Cross - Currency Hedging Using Options. [Dissertation (University of Nottingham only)] (Unpublished) Talwar, Salil (2006) Currency Hedging Strategies are beneficial to firms: A Study on the Developing Industries in India. [Dissertation (University of Nottingham only)] (Unpublished) Xiao, Ting (2006) Option Pricing Model in China's Market. [Dissertation (University of Nottingham only)] (Unpublished) Xiong, Danna (2006) AN ANALYSIS OF RISK-RETURN CHARACTERISTICS AND RISK EXPOSURES OF VARIOUS HEDGE FUND STRATEGIES. [Dissertation (University of Nottingham only)] (Unpublished) Zhong, Yina (2006) Hedgeing and the use of derivatives: A study of US NOn-financial Companies. [Dissertation (University of Nottingham only)] (Unpublished) 2005Huang, Hui Chien (2005) The Real Option Approach for Strategic Acquisitions: A Case Study of Fubon Acquiring IBA. [Dissertation (University of Nottingham only)] (Unpublished) Sawhney, Mamta (2005) Credit Portfolio Management in Financial Institutions. [Dissertation (University of Nottingham only)] (Unpublished) Zeng, Shuzhuang (2005) Determinants of Corporate Derivatives Usage for Hedging Purpose. [Dissertation (University of Nottingham only)] (Unpublished) |
