Essays about: "Discount Pricing"

Showing result 16 - 20 of 31 essays containing the words Discount Pricing.

  1. 16. Solar power investment under uncertainty : a real option approach

    University essay from SLU/Dept. of Economics

    Author : Tom Duncan Sabel Douglas; [2016]
    Keywords : economics; electricity; options; renewable energy; real options; solar power; options uncertainty;

    Abstract : In this thesis a real option model is adopted in order to evaluate the profitability and timing of investment in solar power generation in Sweden. Investment in solar power is viewed as a call option. READ MORE

  3. 17. An Introduction to Modern Pricing of Interest Rate Derivatives

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Hossein Nohrouzian; [2015]
    Keywords : Interest Rates; Negative Interest Rates; Market Model; Martingale; Security Market Model; Term Structure Model; Risk-Neutral Measure; Forward-Neutral Measure; LIBOR; HJM; Collateral; Swap; Tenor; Interest Rate Derivatives; CSA Agreement; Bachelier.;

    Abstract : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. READ MORE

  4. 18. Winning with IVOL

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Kristiansson; Sebastian Vogel; [2015]
    Keywords : idiosyncratic risk; asset pricing; stochastic discount factor; limits to arbitrage; IVOL;

    Abstract : Idiosyncratic volatility has an increasing effect on returns. This increasing effect is strongest for small stocks, which can be explained by investors' underdiversification. Previous studies that found a decreasing effect did not control for the low-beta anomaly. READ MORE

  5. 19. A study in the effectiveness of predicting default using the Merton model during financial distress

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Martin Gholami; Andreas Hjelm; [2014-06-09]
    Keywords : Balance sheet; Bloomberg; Default probability; Excel; Ford Motor Company; Volatility;

    Abstract : Bachelor thesis in financial economics Applied financial pricing theory Department of finance School of Business, Economics and Law Gothenburg University 9 June 2014. Title: A study in the effectiveness of predicting default using the Merton model during financial distress Author: Martin Gholami and Andreas Hjelm Supervisor: Evert Carlsson, Ph. READ MORE

  6. 20. Pricing Difficulties in Mergers & Acquisitions – Public versus Private target

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Paula Petersson; Eric Szabo; [2014]
    Keywords : Mergers; Acquisitions; Announcement Effect; Event Study; Private firm discount; Business and Economics;

    Abstract : With the intention to provide new evidence valid for the Scandinavian market the thesis aims to; (I) examine the announcement effect for acquiring companies, where the emphasis lies on the difference between acquiring Public targets compared to Private targets, and (II) investigate the relation between abnormal returns and variables found significant in previous research. The concept of mergers and acquisitions is briefly introduced followed by relevant theories offering explanations to the occurrence of the announcement effect. READ MORE