Sökning: "real options"

Visar resultat 31 - 35 av 110 avhandlingar innehållade orden real options.

  1. 31. Entrepreneurial exit

    Författare :Karl Wennberg; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : While popular management literature discusses ‘exit’ as a successful outcome of entrepreneurship, empirical research have frequently considered exit as a negative outcome. This dissertation suggests that exit may be the outcome of both failing and successful venturing. LÄS MER

  3. 32. Sociotechnical Aspects of Automated Recommendations : Algorithms, Ethics, and Evaluation

    Författare :Dimitris Paraschakis; Bengt J. Nilsson; Christina Lioma; Malmö universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; recommender systems; recommendations; matchmaking; recommendation ethics;

    Sammanfattning : Recommender systems are algorithmic tools that assist users in discovering relevant items from a wide range of available options. Along with the apparent user value in mitigating the choice overload, they have an important business value in boosting sales and customer retention. LÄS MER

  4. 33. Simulation based evaluation of flexible transit

    Författare :David Leffler; Erik Jenelius; Wilco Burghout; Oded Cats; Jan Persson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Transportvetenskap; Transport Science;

    Sammanfattning : Transport authorities are faced with the challenge of making effective use of existing transportation infrastructure under increasing needs of transport accessibility, sustainability, and safety. The ongoing growth and adoption of shared mobility options, the anticipation of automated vehicles, and the increased availability of real-time data brought on with the developments of Intelligent Transport Systems, have all inspired many innovations in public transit design. LÄS MER

  5. 34. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives

    Författare :Andreas Lindell; Håkan Andersson; Mogens Steffensen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. LÄS MER

  7. 35. Calibration and Hedging in Finance

    Författare :Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. LÄS MER