Essays about: "Present Value of Underlying Assets"

Found 3 essays containing the words Present Value of Underlying Assets.

  1. 1. Backtesting of simulated method for Counterparty Credit Risk

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Love Lundström; Oscar Öhman; [2020]
    Keywords : Counterparty Credit Risk; Risk Factor; Monte Carlo Simulation; Quantitative Backtesting; Statistical Backtesting; OTC Derivative;

    Abstract : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. READ MORE

  3. 2. Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities

    University essay from Lunds universitet/Matematisk statistik

    Author : Felix Mörée; [2016]
    Keywords : Commodities; Copula; GARCH; VaR; Mathematics and Statistics;

    Abstract : Value at Risk (VaR) is a popular measurement for valuing the risk exposure. Correct estimates of VaR are essential in order to properly be able to monitor the risk. This thesis examines a copula approach for estimating VaR for portfolios of commodities. The predictions are made from a semi- parametric model with Monte Carlo methods. READ MORE

  4. 3. Applications of ROA to Value a Dotcom Start-up and a Professional Basketball player

    University essay from Akademin för hållbar samhälls- och teknikutveckling; Akademin för utbildning, kultur och kommunikation

    Author : Doreen Karungi; Wenqing Huang; [2012]
    Keywords : Real Options; Project; Uncertainty and flexibility; Traditional DCF or NPV Methods; Volatility; Present Value of Underlying Assets; Monte Carlo Simulation; Binomial Tree Model; Venture Business and Capitalist; Internet Start-up; Jeremy Lin.;

    Abstract : This paper attempts to evaluate a dotcom start-up company and a professional young basketball player using Real Option Analysis in the investors’ points of view. That is, we are standing in the financers’ shoes and valuing both cases if they are worth investing in. READ MORE