Essays about: "Real Options Valuation"

Showing result 1 - 5 of 18 essays containing the words Real Options Valuation.

  1. 1. Geometric Brownian Motion Option Pricing Model for Professional Football Contracts

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dennis Markovic; Emil Schough; [2023]
    Keywords : Geometric Brownian motion; Football; Investment analysis; Real options;

    Abstract : 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

  3. 2. HR options and their valuation – a case study

    University essay from KTH/Fastighetsekonomi och finans

    Author : Stefanos Nalmpantis; [2022]
    Keywords : Human Resources Options; Human Capital; Real Option Valuation; Personaloptioner; Humankapital; Real Optionsvärdering;

    Abstract : 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

  4. 3. How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Elisabeth Molin; [2022]
    Keywords : Heston; Black-Scholes; Cryptocurrency; Ethereum; Bitcoin; Business and Economics;

    Abstract : 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

  5. 4. Option Pricing Under the Markov-switching Framework Defined by Three States

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

    Author : Minna Castoe; Teo Raspudic; [2020]
    Keywords : Option pricing; Markov-switching framework; Markov chain; Stochastic volatility Monte carlo simulation;

    Abstract : An exact solution for the valuation of the options of the European style can be obtained using the Black-Scholes model. However, some of the limitations of the Black-Scholes model are said to be inconsistent such as the constant volatility of the stock price which is not the case in real life. READ MORE

  6. 5. 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