Essays about: "Real Option Valuation"
Showing result 1 - 5 of 20 essays containing the words Real Option Valuation.
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1. Geometric Brownian Motion Option Pricing Model for Professional Football Contracts
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In recent years, the valuation of football players has gained significant attention, especially in the context of their transfer value in the market. Our investigation explores the application of a Geometric Brownian Motion option pricing model to estimate the transfer value of football players, considering the option-like characteristics of player contracts. READ MORE
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2. HR options and their valuation – a case study
University essay from KTH/Fastighetsekonomi och finansAbstract : This thesis introduces and discusses the notion that real options theory can be applied to investment decisions when the value lies in human capital. This approach contributes in circumventing traditional problems which arise during valuation of intangible assets. READ MORE
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3. How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The market for cryptocurrencies has been known to be volatile with an asymmetrical return distribution where occasional extreme returns appear. In later years options have been introduced on the asset; but due to the characteristics of cryptocurrency returns, researchers have found it troublesome to value these options. READ MORE
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4. Pricing Complex derivatives under the Heston model
University essay from KTH/Matematik (Avd.)Abstract : The calibration of model parameters is a crucial step in the process of valuation of complex derivatives. It consists of choosing the model parameters that correspond to the implied market data especially the call and put prices. READ MORE
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5. Valuation of Small Private Firms - A review of the most common theoretical frameworks for valuing firms, applied on a small private Swedish business
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This thesis aims to provide the reader with an overview of the current issues and practices of valuing small private firms. Focusing on methods such as; Asset-, Income-, Multiple- and Real option-based approach. Thenceforth, applying said practices on an earlier cross-national acquisition of a small private Swedish firm. READ MORE