Essays about: "pricing discounts"

Showing result 1 - 5 of 12 essays containing the words pricing discounts.

  1. 1. Estimating Marketability Discounts in Sale Restricted Options Using Compound Option Pricing Theory

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Bengtsson; [2020-07-07]
    Keywords : ;

    Abstract : This thesis presents a method for estimating the discount for lack of marketability (DLOM) in call options which are restricted for sale. The DLOM is modeled as a put option on the restricted call option, known as a compound option, with two different approaches towards setting the strike price of the compound option. READ MORE

  3. 2. THE IMPACT OF THE INTERNET OF THINGS ON ESTABLISHED BUSINESS MODELS - A multiple case study of Swedish insurance companies

    University essay from Göteborgs universitet/Graduate School

    Author : Simon Emanuelsson; [2019-07-09]
    Keywords : Insurance; Internet of Things; IoT; Business Model; Business Model Canvas; Business Model Innovation;

    Abstract : The insurance industry has long been suffering from profitability and growth issues due to the increasing commoditization of insurance solutions, which has forced insurers to engage in destructive “premium wars”. Digitalization and technology advancements are only set to increase these pressures even further by shifting market boundaries and increasing the level of “digital sophistication” expected by customers. READ MORE

  4. 3. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jerry Aaltonen; Bowen Li; [2019]
    Keywords : REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

    Abstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE

  5. 4. Analyzing and Extending a Bulk Mail Postage Optimization Model

    University essay from KTH/Optimeringslära och systemteori

    Author : Malte Kroon; [2018]
    Keywords : ;

    Abstract : Postage is a big cost for companies and agencies that are sending large volumes of physical mail. This cost can be reduced by getting bulk discounts. Mathematical optimization is used to ensure that the lowest prices possible are found. This thesis will analyze an existing model used by a company and explain how it works. READ MORE

  6. 5. On the pricing of non-convertible preferred stock offerings

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charbel Josefsson; Hannes Wall; [2017]
    Keywords : Preferred Stock; Seasoned Offerings; Overpricing; Liquidity; Interest Rate Uncertainty;

    Abstract : Existing research encompassing pricing of preferred stock offerings is limited and it seems as if researchers have ignored to investigate it. As such, and given the recent years' momentum in the Canadian preferred stock market, in this study we examine the pricing of non-convertible preferred stock issues by assessing initial returns of 266 seasoned offerings on the Toronto Stock Exchange over the period 2002-2016. READ MORE