Essays about: "Valuation Error"

Showing result 1 - 5 of 26 essays containing the words Valuation Error.

  1. 1. Relative or Discounted Cash Flow Valuation on the Fifty Largest US-Based Corporations on Nasdaq : Which of these valuation methods provides the most accurate valuation forecast?

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Marcus Öhrner; Otto Öhman; [2023]
    Keywords : Discounted Cash Flow; Dividend Discount Model; Earnings Before Interest and Taxes; Earnings Before Interest; Taxes; Depreciation and Amortization; Enterprise Value-to-Earnings Before Interest; Depreciation; and Amortization ratio; Free Cash Flow to Firm; Free Cash Flow to Equity; Mean Absolute Error; Price-to-Earnings Ratio; PricewaterhouseCoopers; Riskless Rate; Root Mean Square Error; Return on Capital; United States; Weighted Average Cost of Capital;

    Abstract : The topic of this Bachelor Thesis is “Which of these valuation methods provides the most accurate valuation forecast”. Assuming that the year is 2020, the goal of this thesis is to forecast the future stock prices of the fifty largest US-based companies on the Nasdaq stock exchange for 2021 and 2022. READ MORE

  3. 2. Comparison of different machine learning methods’ capability to predict housing prices

    University essay from KTH/Datavetenskap

    Author : Johan Ekberg; Ludwig Johansson; [2022]
    Keywords : ;

    Abstract : Accurate evaluations in the real estate market are valuable for many different parties, including lenders, agents, and buyers. Achieving an accurate evaluation today is challenging, even with good knowledge of the market. READ MORE

  4. 3. Differential Deep Learning for Pricing Exotic Financial Derivatives

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Alexander Aslaksen Jonasson; [2021]
    Keywords : Deep Learning; Exotic Derivatives; Differential Machine Learning;

    Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE

  5. 4. Learning to Price Apartments in Swedish Cities

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Fredrik Segerhammar; [2021]
    Keywords : Real estate; property; machine learning; area data; artificial neural network; random forest; home valuation; price prediction; Fastigheter; maskininlärning; områdesdata; neurala nätverk; slumpmässig skog; hemvärdering; prisförutsägelse;

    Abstract : This thesis tackles the problem of accurately pricing apartments in large Swedish cities using geospatial data. The aim is to determine if geospatial data and population statistics can be used in conjunction with direct apartment data to accurately price apartments in large cities. READ MORE

  6. 5. Pricing Complex derivatives under the Heston model

    University essay from KTH/Matematik (Avd.)

    Author : Omar Naim; [2021]
    Keywords : Stochastic volatility Model; Heston Model; Calibration; Financial derivatives; Stokastisk volatilitetsmodell; Heston modell; kalibrering; finansiella derivat;

    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