• Blocking efficiency and competitive equilibria in economies with asymmetric information

      Bhowmik, Anuj (Auckland University of Technology, 2013)
      In this thesis, two most fundamental problems in economic theory, namely the existence and the optimality of Walrasian equilibrium, are studied. It is assumed that there is uncertainty about the realized state of nature ...
    • Mathematical Analysis of the Chaotic Behavior in Monetary Policy Games

      Moosavi Mohseni, Reza (Auckland University of Technology, 2019)
      This thesis discusses the concept of chaos in monetary policy games. The mathematical framework developed in this thesis addresses two important problems in monetary theory, namely, the time-inconsistency and the complexity ...
    • Pricing variance swaps under stochastic volatility and stochastic interest rate

      Roslan, Teh Raihana Nazirah binti (Auckland University of Technology, 2016)
      In this thesis, we study the issue of pricing discretely-sampled variance swaps under stochastic volatility and stochastic interest rate. In particular, our modeling framework consists of the equity which follows the ...
    • Real option games with stochastic volatility

      Huang, Bing (Auckland University of Technology, 2014)
      This thesis presents several real option models to address investment-timing deci- sion problems in various scenarios. The traditional NPV method only considers the difference between the future cash flow and the cost of ...
    • Sound Transmission Loss Through a Lightweight Double-Leaf Panel

      Mosharrof, Mohammad Sazzad (Auckland University of Technology, 2020)
      The topic of my PhD research is the sound transmission loss (TL) of lightweight double-leaf panels based on an analytical model. Computed values of TL are used to analyze the effects of various dimensions, parameters and ...