Essays about: "quasi option value"

Showing result 1 - 5 of 7 essays containing the words quasi option value.

  1. 1. Pricing of a balance sheet option limited by a minimum solvency boundary

    University essay from KTH/Matematisk statistik

    Author : Josefine Bofeldt; Sara Joon; [2019]
    Keywords : ;

    Abstract : Pension companies are required by law to remain above a certain solvency level. The main purpose of this thesis is to determine the cost of remaining above a lower solvency level for different pension companies. This will be modelled by an option with a balance sheet as the underlying asset. READ MORE

  3. 2. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE

  4. 3. Augmented Reality : How it influences customer experience

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Ylva Högnäs; Minja Lendahl; [2018]
    Keywords : augmented reality; customer experience; interactive technology; cognitive experiential state; affective experiential state; hedonic value; utility value; IKEA;

    Abstract : Augmented reality (AR) has emerged as a new interactive technology that enables marketers to craft an immersive experience for customers. The technology complaints the physical environment with virtual objects, and thus have the unique power to put the (virtual) product in the hands of the consumer. READ MORE

  5. 4. The value of perfect information : application to the uncertain time lag of benefits from abatement in the Baltic Sea

    University essay from SLU/Dept. of Economics

    Author : Lanya Kawa; [2016]
    Keywords : abatement; eutrophication; irreversibility; quasi option value; value of information;

    Abstract : Eutrophication from nitrogen and phosphorus has damaged the Baltic Sea, leaving large sea bottom areas without biological life, thus changing the marine ecosystem, and triggering the growth of toxic algae. Despite efforts to curb this pollution, the sea remains eutrophic. READ MORE

  6. 5. A Comparison of GARCH-class Models and MIDAS Regression with Applications in Volatility Prediction and Value at Risk Estimation

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Asmir Prepic; Måns Unosson; [2014]
    Keywords : ;

    Abstract : We use GARCH(1,1), EGARCH and MIDAS regression to forecast weekly and monthly conditional variance of the OMXS30 equity index and USD/SEK exchange rate. Forecasts are compared with realized volatility and accuracy is evaluated using a Quasi-likelihood loss function and Diebold Mariano test. READ MORE