Essays about: "equity options"

Showing result 26 - 30 of 47 essays containing the words equity options.

  1. 26. Model risk quantification in option pricing

    University essay from Lunds universitet/Matematisk statistik

    Author : Michael Montag; Fredrik Persson; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis investigates a methodology for quantification of model risk in option pricing. A set of different pricing models is specified and each model is assigned a probability weight based on the Akaike Information Criteria. It is then possible to obtain a price distribution of an exotic derivative from these probability weights. READ MORE

  3. 27. Does CEO Ownership Matter for Firm Value? A Study of the Industrial Sector of the Swedish Market.

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lennart Lindrud; Andreas Valavanis; [2015]
    Keywords : Firm Value; Agency Theory; R D; Options; CEO Ownership; Business and Economics;

    Abstract : The primary objective of this study was to measure the effect of CEO ownership on firm value in the presence of strong external governance. We hypothesized that the concentrated ownership structure in Sweden could make equity incentive programs less relevant. READ MORE

  4. 28. Do CEO stock options induce risk-taking? - A study on Swedish companies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fanny Bsenko; Simon Karlsson; [2015]
    Keywords : CEO stock options; Equity risk; Stock volatility; Debt-to-equity ratio; Dividend per share;

    Abstract : The use of option-based compensation is a common measure to mitigate agency problems. However, due to the convex payoff structure of an option, concerns have been raised that managers may be induced to take on excessive risk. This paper explores the relationship between CEO option grants and risk-taking in Swedish companies. READ MORE

  5. 29. On Lapse risk factors in Solvency II

    University essay from KTH/Matematisk statistik

    Author : Daniel Boros; [2014]
    Keywords : ;

    Abstract : In the wake of the sub-prime crisis of 2008, the European Insurance and Occupational Pensions Authority issued the Solvency II directive, aiming at replacing the obsolete Solvency I framework by 2016. Among the quantitative requirements of Solvency II, a measure for an insurance firms solvency risk, the solvency risk capital, is found. READ MORE

  6. 30. Financial Bootstrapping in IT companies: a study of motives for bootstrapping finance in software development firms

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Daron Tancharoen; Munira Begmuratova; [2014]
    Keywords : entrepreneurial finance; software industry; financial bootstrapping; motives; Business and Economics;

    Abstract : Sufficient access to financial resources is important in sustaining a business especially in the early phases. First years in business development are very critical since owners learn by doing mistakes in order to get a proof of concept of the business idea. READ MORE