Essays about: "volatility model valuation"
Showing result 6 - 10 of 39 essays containing the words volatility model valuation.
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6. Estimating the Expected Pay-out of Earnout Contracts in Private Acquisitions
University essay from KTH/Matematik (Avd.)Abstract : The growth of private equity, as well as consolidation trends across other industries, have produced a strong and vibrant mergers and acquisitions market. A challenge during these acquisitions is information asymmetry, which makes agreeing on the transaction price a challenge. READ MORE
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7. How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The market for cryptocurrencies has been known to be volatile with an asymmetrical return distribution where occasional extreme returns appear. In later years options have been introduced on the asset; but due to the characteristics of cryptocurrency returns, researchers have found it troublesome to value these options. READ MORE
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8. On Your Mark, Get Set... Don't Go? A Case Study on X Shore's Series B Financing Round
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates how X Shore, an electric boating company, managed raising funds during times of high market volatility following the Russian invasion of Ukraine. The study contributes to existing literature by providing a case study on how crisis and high market uncertainty affects a company seeking funding in their capital intensive, early expansion phase of a growing, contemporary industry. READ MORE
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9. Pricing Complex derivatives under the Heston model
University essay from KTH/Matematik (Avd.)Abstract : The calibration of model parameters is a crucial step in the process of valuation of complex derivatives. It consists of choosing the model parameters that correspond to the implied market data especially the call and put prices. READ MORE
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10. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. READ MORE