Essays about: "Binomial lattice"

Found 5 essays containing the words Binomial lattice.

  1. 1. User delay costs and uncertainty in the traffic forecast for road projects.

    University essay from KTH/Väg- och banteknik

    Author : Zinash Abayneh Alembo; [2014]
    Keywords : Binomial lattice; future traffic demand; traffic simulations; user delay costanalysis; sensitivity analysis;

    Abstract : There are experimental based software packages as well as traffic simulation models that are used for analyzing life cycle cost of road projects. Among those our study was focused on currently available models to analyze the road user delay costs and to identify factors affecting road user delay costs. READ MORE

  3. 2. Evaluation of a Joint Investment in an Industrial Cluster using Real Options - A Study on an integrated utility system investment in the chemical cluster in Stenungsund

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Andreas Furberg; Mattias Haggärde; [2013-06-28]
    Keywords : Joint Investment; Industrial Cluster; Real Option Analysis; Window Opportunities; Energy Savings Investment;

    Abstract : A Real Option Analysis is performed on the investment of an integrated utility system within a chemical cluster in Stenungsund, Sweden. The utility system investment is an energy saving investment where the revenues arise due to decreased import of natural gas used as fuel in boilers. READ MORE

  4. 3. Lattice Approximations for Black-Scholes type models in Option Pricing

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Hossein Nohrouzian; Anne Karlén; [2013]
    Keywords : Finance; Black-Scholes; Binomial Models; Financial mathematics;

    Abstract : This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option pricing models. Also, it covers the basics of these models, derivations of model parameters by several methods under different kinds of distributions. READ MORE

  5. 4. Barking up the right tree: binomial option valuation of investments in steel making : a case study of Metals and Polymers (Ukraine)

    University essay from SLU/Dept. of Economics

    Author : Dmytro Serebrennikov; [2012]
    Keywords : binomial lattice; real options; steel production; time series analysis;

    Abstract : This paper investigates the impact of real options on the value of a particular business entity. Theoretically, the paper benefits from use of an option pricing model which is based on a two-state (binomial) framework. READ MORE

  6. 5. A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options

    University essay from Matematiska institutionen

    Author : Hao Wu; [2009]
    Keywords : ;

    Abstract : .... READ MORE