Sökning: "Valuation model"

Visar resultat 21 - 25 av 445 uppsatser innehållade orden Valuation model.

  1. 21. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Johan Luhr; [2023]
    Nyckelord :Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Sammanfattning : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. LÄS MER

  3. 22. Macro-based Adjustment Factors for Valuations in Venture Capital

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tomás Pinto; [2023]
    Nyckelord :Valuation; Start-ups; VCM; Multiples Approach; Business and Economics;

    Sammanfattning : This paper focuses on creating macro-based adjustment factors which can be applied to the valuation of start-up companies. Since start-up companies are private, market valuations are limited to events such as funding rounds or M&A transactions, which happen only at discrete points in time. LÄS MER

  4. 23. Storskogen's portfolio diversification - A strategy for prosperity?

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

    Författare :Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Nyckelord :Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Sammanfattning : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. LÄS MER

  5. 24. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alexandra Benckert; My Loft; [2023]
    Nyckelord :Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Sammanfattning : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. LÄS MER

  7. 25. Hur används prognostisering av personalkostnader vid beslutsfattande? : En kvalitativ och kvantitativ studie som prövar variabler i prognostiseringssyfte för personalkostnader samt prognostiseringenspåverkan på humankapitalet

    Magister-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

    Författare :Julia Henriksson; Magdalena Kärlin; [2023]
    Nyckelord :Prognostisering; prognostiseringsmodell; personalkostnader; humankapital; prognostisering av personalkostnader; nyckeltal; beslutsfattande.;

    Sammanfattning : Background and problem The problem originates in strategic cost accounting. Because of the prevailing condition on the market today, businesses must be aware of their position in the market, their weaknesses and their strengths in order to create and keep its competitiveness. LÄS MER