Essays about: "stock price sensitivity"

Showing result 1 - 5 of 16 essays containing the words stock price sensitivity.

  1. 1. A Quantitative Study- The Capitalization of Energy Efficiency on Housing Prices

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Ahmed Jto; Sarah Johanna Lehmann; [2022]
    Keywords : Energy Efficiency; Energy Performance Certificate EPC ; Hedonic Model; Residential; Sweden; Energieffektivitet; Energideklarationen; Fastighetsvärde; Hedonisk modell; Bostadsrätter och hus; Sverige;

    Abstract : Various studies in the EU have examined the effect of Energy Performance Certificates (EPCs) on the real estate market, examining market values, rental values, and yields. However, there is dissent on the effect of EPC. READ MORE

  3. 2. Techno-economic study of second-life EV batteries as alternative energy storage and comparison with lead-acid and new Li-ion batteries in off-grid PV systems

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Vijay Arumugam; [2022]
    Keywords : Second-life EV batteries; PV off-grid systems; HOMER; comparison of batteries in off-grid systems; repurpose the retired EV batteries.;

    Abstract : The global EV stock is expected to increase from 7.2 million in 2019 to nearly 140 million vehicles by 2030. So, the demand for the battery also increases due to the increase in the number of EVs. READ MORE

  4. 3. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE

  5. 4. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  6. 5. CEO Incentives and firm risk: in the context of cross-listing

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : William Lennartsson; Harley Ljungdahl; [2019]
    Keywords : CEO compensation; CEO incentives; Stock options; Firm risk; Black-Scholes; Delta; Vega; Agency Theory; Business and Economics;

    Abstract : This research aims to investigate the relation of CEO compensation, especially how the sensitivity of CEO wealth to stock return volatility (vega), but also how the sensitivity of CEO wealth to stock price (delta) affects the risk of the firm. Moreover, these relations are investigated in the context of cross-listing to examine whether there are differences between US-only listed firms and those that are dual listed. READ MORE