Sökning: "Accuracy of Valuation Models"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden Accuracy of Valuation Models.

1. 1. Segmentation and Valuation in  Stockholm Housing Market : Spatial Continuous and Discontinuous Submarkets Evaluating by Hedonic Price Model and XGBoost Model

   Master-uppsats, KTH/Fastighetsekonomi och finans

   Författare :Xianglin Sun; [2023]
   Nyckelord : housing market segmentation ; spatial continuity ; hedonic price model ; XGBoost model ; segmentering av bostadsmarknaden ; rumslig kontinuitet ; hedonisk prismodell ; XGBoost modell ;

   Sammanfattning : The housing market segmentation could provide a reference for more targeted policymaking and investment strategies. Although there have been many studies, there are no consistent submarkets delineating methods because of a lack of theoretical support and subjective evaluation. In this paper, two market segmentation methods are introduced. LÄS MER

3. 2. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model

   Kandidat-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Nicolas Kuiper; Martin Westberg; [2023]
   Nyckelord :Runge–Kutta Lawson scheme; Heston model; Black–Scholes model; Stochastic Differential Equation; Euler–Maruyama scheme; Midpoint scheme; Monte Carlo; European Options; Asian Options; Option pricing.;

   Sammanfattning : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. LÄS MER

4. 3. Improving Pricing Accuracy of the Abnormal Earnings Growth Model - Does a Fade-Away Factor Do the Trick?

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Frederik Uwe Sell; Reka Ondrusek; [2022]
   Nyckelord :Equity valuation; Accounting-based valuation; Abnormal earnings; Pricing accuracy;

   Sammanfattning : In this thesis, we examine whether the pricing accuracy of the parsimonious AEG model can be improved when industry-specific fade-away factors of AEG are acknowledged in the model. In order to answer this question, the study uses three different methods, namely a simple linear regression, a graph analysis, and a calculation of implied fade-away factors, to derive industry-specific patterns. LÄS MER

5. 4. Estimating the Expected Pay-out of Earnout Contracts in Private Acquisitions

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Adam Wuilmart; Erik Harrysson; [2022]
   Nyckelord :Earnout Contracts; Valuation; Mergers Acquisitions; Private Equity; Monte Carlo Simulation; Contingent Considerations; Tilläggsköpeskilling; Värdering; Bolagsförvärv; Black-Scholes; Monte Carlo Simulering; Optioner;

   Sammanfattning : The growth of private equity, as well as consolidation trends across other industries, have produced a strong and vibrant mergers and acquisitions market. A challenge during these acquisitions is information asymmetry, which makes agreeing on the transaction price a challenge. LÄS MER

7. 5. Property Valuation by Machine Learning and Hedonic Pricing Models : A Case study on Swedish Residential Property

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Kanha Teang; Yiran Lu; [2021]
   Nyckelord :Real estate valuation; Machine learning; Hedonic Pricing Models; Random Forest; Stockholm; Fastighetsvärderingar; Maskininlärning; hedoniska prissättningsmodeller; Random Forest; Stockholm;

   Sammanfattning : Property valuation is a critical concept for a variety of applications in the real estate market such as transactions, taxes, investments, and mortgages. However, there is little consistency in which method is the best for estimating the property value. LÄS MER