Sökning: "Real Option Valuation"
Visar resultat 1 - 5 av 32 uppsatser innehållade orden Real Option Valuation.
1. Geometric Brownian Motion Option Pricing Model for Professional Football Contracts
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In recent years, the valuation of football players has gained significant attention, especially in the context of their transfer value in the market. Our investigation explores the application of a Geometric Brownian Motion option pricing model to estimate the transfer value of football players, considering the option-like characteristics of player contracts. LÄS MER
2. HR options and their valuation – a case study
Master-uppsats, KTH/Fastighetsekonomi och finansSammanfattning : This thesis introduces and discusses the notion that real options theory can be applied to investment decisions when the value lies in human capital. This approach contributes in circumventing traditional problems which arise during valuation of intangible assets. LÄS MER
3. How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The market for cryptocurrencies has been known to be volatile with an asymmetrical return distribution where occasional extreme returns appear. In later years options have been introduced on the asset; but due to the characteristics of cryptocurrency returns, researchers have found it troublesome to value these options. LÄS MER
4. Pricing Complex derivatives under the Heston model
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The calibration of model parameters is a crucial step in the process of valuation of complex derivatives. It consists of choosing the model parameters that correspond to the implied market data especially the call and put prices. LÄS MER
5. Valuation of Small Private Firms - A review of the most common theoretical frameworks for valuing firms, applied on a small private Swedish business
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This thesis aims to provide the reader with an overview of the current issues and practices of valuing small private firms. Focusing on methods such as; Asset-, Income-, Multiple- and Real option-based approach. Thenceforth, applying said practices on an earlier cross-national acquisition of a small private Swedish firm. LÄS MER