Sökning: "Present Value of Underlying Assets"
Hittade 3 uppsatser innehållade orden Present Value of Underlying Assets.
1. Backtesting of simulated method for Counterparty Credit Risk
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. LÄS MER
2. Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Value at Risk (VaR) is a popular measurement for valuing the risk exposure. Correct estimates of VaR are essential in order to properly be able to monitor the risk. This thesis examines a copula approach for estimating VaR for portfolios of commodities. The predictions are made from a semi- parametric model with Monte Carlo methods. LÄS MER
3. Applications of ROA to Value a Dotcom Start-up and a Professional Basketball player
Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling; Akademin för utbildning, kultur och kommunikationSammanfattning : This paper attempts to evaluate a dotcom start-up company and a professional young basketball player using Real Option Analysis in the investors’ points of view. That is, we are standing in the financers’ shoes and valuing both cases if they are worth investing in. LÄS MER