Essays about: "pricing practice"

Showing result 11 - 15 of 58 essays containing the words pricing practice.

  1. 11. Pricing in the Heston Model and Its Rough Variation

    University essay from KTH/Matematik (Avd.)

    Author : Otto Sellerstam; [2021]
    Keywords : ;

    Abstract : This thesis presents the theoretical material needed to price European call options in the classical and rough version of the Heston model, as well as how to do this in practice from a computational perspective. The theoretical material includes an introduction to measure theory, which is then used to build the foundations of probability theory and stochastic calculus, together with more novel topics such as fractional calculus and a short exposition of the fractional Brownian motion. READ MORE

  3. 12. Volatility Forecasting Performance of GARCH Models : A Study on Nordic Indices During COVID-19

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2021]
    Keywords : ;

    Abstract : Volatility forecasting is an important tool in financial economics such as risk management, asset allocation and option pricing since an understanding of future volatility can help professional and private investors minimize their losses. The purpose of this paper is to investigate the volatility forecasting performance of symmetric and asymmetric GARCH models on Nordic indices during COVID-19. READ MORE

  4. 13. The potential of wind power on the Swedish ancillary service markets

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

    Author : Hannes Wiklund; [2021]
    Keywords : ;

    Abstract : An increasing proportion of variable renewable energy in the Swedish power system is leading to greater needs of system flexibility. A key aspect of handling this is frequency flexibility where actors can either increase or decrease their production or consumption when required. READ MORE

  5. 14. List prices in Icelandic residential property sales - A strategic tool for achieving higher sales price or shorter time-on-market?

    University essay from Lunds universitet/Fastighetsvetenskap

    Author : Alexandra Hansson; Felicia Johansson; [2021]
    Keywords : List price; sales price; real estate brokers; hedonic pricing model; duration model; pricing strategies; anchoring effect; trade-off; Technology and Engineering;

    Abstract : In recent years, Iceland has experienced a growing demand for residential housing and the average square-meter price for apartments and single-family homes in the Capital Region has almost doubled between 2010 and 2019. Property sales in Iceland are most commonly intermediated by real estate brokers and the sales process stands in contrast to other Nordic countries, since it involves a bidding procedure with sealed, or secret, bids. READ MORE

  6. 15. The price you’re worth: A case-study of pricing in the TIC-market

    University essay from Linköpings universitet/Industriell ekonomi

    Author : Kasper Vinberg; Stefan Lindstedt; [2020]
    Keywords : Pricing; Value-based; Value; Value-based price; Value-based Pricing; TIC; TIC-market; Testing; inspection and certification; pricing practice; pricing strategy; Kasper Vinberg; Stefan Lindstedt; kasvi918; KasperStefan; Cost-based; kostnadsbaserad; värdebaserad; konkurrensbaserad; competition-based; behavior; mindset; change; WTP; Kundvärde; Customer value; customer; customer value proposition; pricing strategy; pricing practice; Perceived customer value; kundvärde;

    Abstract : How to price your offering is one of the main managerial decision issues today and is alarmingly often not grounded in necessary market and cost research. Pricing is a complex topic, dependent on a multitude of internal and external factors, which makes pricing practice and strategy alignment even more difficult. READ MORE