Essays about: "Investment and real options"

Showing result 11 - 15 of 39 essays containing the words Investment and real options.

  1. 11. Optimizing the Nuclear Waste Fund's Profit

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
    Keywords : Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

    Abstract : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. READ MORE

  2. 12. Intelligent Transportation Systems : Capturing the socio-economic value of uncertain and flexible investments

    University essay from Uppsala universitet/Industriell teknik

    Author : David Andersson; Simon Robertsson; [2017]
    Keywords : ITS; Intelligent Transportation systems; Benefit Cost Analysis; Hybrid Real Options;

    Abstract : The aim of this study is to evaluate an alternative socio-economical valuation method (i.e., Hybrid Real Options, HRO) to the traditional benefit cost method (CBA) for the evaluation of investments within Intelligent Transportation Systems (ITS). READ MORE

  3. 13. Extracting volatility smiles from historical spot data

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emil Larsson; [2017]
    Keywords : Monte Carlo option pricing; empirical volatility smile; Business and Economics;

    Abstract : The Black-Scholes model has been the fundamental framework for option pricing since its publication 1973, but it is known to have shortcomings. To correct for this, plenty of research in option pricing theory has been focused on calibrating a stochastic process to match asset behavior in the financial markets better than the geometric Brownian motion that Black-Scholes assume describe asset behaviour justly. READ MORE

  4. 14. Development of a solar strategy for Helsingborgshem

    University essay from Lunds universitet/Avdelningen för Energi och byggnadsdesign

    Author : Alina Galimshina; Julia Engström; [2017]
    Keywords : Solar panels; PV-system; integration; Helsingborgshem; life cycle assessment analysis; life cycle cost analysis.; Technology and Engineering;

    Abstract : As of this moment humankind’s total energy use consists of 87% of non-renewable energy sources. The government of Sweden is aiming for 100% renewable energy system by the year of 2040. The city of Helsingborg is experiencing a solar panel expansion, the installed power increased with 139% from 2015 to 2016. READ MORE

  5. 15. Should municipalities in Sweden own or rent their public school premises?

    University essay from KTH/Fastigheter och byggande

    Author : Chanel Braddon; Elin Westergren; [2016]
    Keywords : Public schools; owning; renting; social economic value; Kommunal skola; hyra; äga; samhällsekonomi; investeringsbedömning;

    Abstract : According to the conducted survey the majority of municipalities in Sweden own their municipal school premises, and only a few municipalities hire that type of premises. The reason why municipalities own their schools varies. READ MORE