Sökning: "Asset Valuation"

Visar resultat 21 - 25 av 169 uppsatser innehållade orden Asset Valuation.

1. 21. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities

   Magister-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Författare :Victor Folajin; [2021]
   Nyckelord :Financial derivative; market model; cubature method; stochastic Taylor expansion; Stratonovich integral;

   Sammanfattning : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. LÄS MER

3. 22. Leasingavtal utifrån IFRS 16 och K3 : En komparativ studie beträffande värdering, uppskjuten skatt och inkomstbeskattning

   Magister-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Författare :Stina Mårtensson; Emelie Lund; [2021]
   Nyckelord :Leasing; IFRS 16; K3; income taxation; deferred tax; qualitative characteristics; stakeholders; Leasing; IFRS 16; K3; inkomstbeskattning; uppskjuten skatt; kvalitativa egenskaper; intressenter;

   Sammanfattning : Redovisningsmässigt klassificeras leasingavtal som operationella eller finansiella. Som ett alternativ till finansiering har operationella leasingavtal tillämpats frekvent av företag. Med anledning av att ett operationellt leasingavtal inte behöver redovisas i rapporten över finansiell ställning för leasetagare. LÄS MER

4. 23. A European CSR study about the deviation of valuation

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Pontus Persson; Tatiana Dykina; [2021]
   Nyckelord :“ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

   Sammanfattning : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. LÄS MER

5. 24. Amaranten: a flower worth picking? - a case study on NREP's SEK 1.5 billion acquisition of Hotel Amaranten in the midst of a global pandemic

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Joshua Zippis; Antonio Melani; [2021]
   Nyckelord :Covid-19; Hotel acquisition; Real estate asset; Transaction process; Valuation analysis;

   Sammanfattning : The thesis analyses the underlying rationales behind the decision of the Real Estate Private Equity firm NREP to acquire Amaranten from Nordic Choice Hotels and the market environment under which the acquisition took place. The Swedish hotel market has during the last decade experienced a record strong growth, and all-time high occupancy rates. LÄS MER

7. 25. Deep learning exotic derivatives

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

   Författare :Gunnlaugur Geirsson; [2021]
   Nyckelord :deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

   Sammanfattning : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. LÄS MER