Essays about: "Accuracy of Valuation Models"
Showing result 11 - 15 of 27 essays containing the words Accuracy of Valuation Models.
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11. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting
University essay from KTH/Matematisk statistikAbstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE
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12. Solving the Valuation Paradox - Applying Hedonic Valuation to Paradoxical Companies
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : Traditional valuation models that are widely used by investors and scholars, for instance, residual income valuation (RIV) model, do not yield accurate results when valuing paradoxical companies, i.e. companies with the market value significantly above the book value and high growth, despite not generating positive payoffs. READ MORE
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13. Quantification of Model Rrisk
University essay from KTH/Matematisk statistikAbstract : The awareness of model risk has increased due to the increased use of models to valuate financial instruments and their increasing complexity and regulators now require financial institutions to manage it. Despite this, there is still no industry or market standard when it comes to the quantification of model risk. READ MORE
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14. Business Valuation : A study of the accuracy of the free cash flow to equity approach and the dividend discount model
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : Background: In an inefficient market, the intrinsic value of an asset may not be equal to its true market value. Therefore, before engaging in a stock transaction, both the seller and the buyer would want to know the intrinsic value of the stock as neither would want to lose money during the process. READ MORE
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15. Micro-Level Loss Reserving in Economic Disability Insurance
University essay from KTH/Matematisk statistikAbstract : In this thesis we provide a construction of a micro-level reserving model for an economic disability insurance portfolio. The model is based on the mathematical framework developed by Norberg (1993). The data considered is provided by Trygg-Hansa. The micro model tracks the development of each individual claim throughout its lifetime. READ MORE
