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Fall 2009
The main part of this thesis was devoted to applying performance measures in the analysis of mergers and acquisitions. Performance measures take into account the profitability of a company and the risk associated to that company.To analyze potential post-merger synergies one can combine the...
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Imperfect Hedging on Equity-Linked Life Insurance with Market Constraints: Stochastic Interest Rate and Transaction Costs
DownloadSpring 2014
Equity-linked life insurance contracts are a type of investment product issued by insurance companies to provide the insured with more appealing benefits, compared with the traditional insurance policy. Such benefits are not only linked to the performance of the underlying investments in the...
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Optional Processes and their Applications in Mathematical Finance, Risk Theory and Statistics
DownloadFall 2021
This thesis is dedicated to the study of the general class of random processes, called optional processes, and their various applications in Mathematical Finance, Risk Theory, and Statistics. First, different versions of a comparison theorem and a uniqueness theorem for a general class of...