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Relevant bibliographies by topics / Valuation equation

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Dissertations / Theses

Academic literature on the topic 'Valuation equation'

Author: Grafiati

Published: 11 March 2023

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Dissertations / Theses on the topic "Valuation equation"

1

Raybould, Michael, and n/a. "Attitudes and Information Effects in Contingent Valuation of Natural Resources." Griffith University. Australian School of Environmental Studies, 2006. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20061009.150949.

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This thesis investigated the effects of photographic and text information on respondents' attitudes and willingness-to-pay for a proposed beach protection scheme in the erosion prone Gold Coast region on the east coast of Australia. The research developed two alternative expectancy-value attitude-behaviour models to test residents' attitudes toward relevant targets and behavioural intention, expressed through stated willingness-to-pay, and compared the proposed models with one established attitude-behaviour model. The thesis set out to investigate three central research questions; one question

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2

Raybould, Michael. "Attitudes and Information Effects in Contingent Valuation of Natural Resources." Thesis, Griffith University, 2006. http://hdl.handle.net/10072/367928.

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This thesis investigated the effects of photographic and text information on respondents' attitudes and willingness-to-pay for a proposed beach protection scheme in the erosion prone Gold Coast region on the east coast of Australia. The research developed two alternative expectancy-value attitude-behaviour models to test residents' attitudes toward relevant targets and behavioural intention, expressed through stated willingness-to-pay, and compared the proposed models with one established attitude-behaviour model. The thesis set out to investigate three central research questions; one question

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3

Schwarz, Daniel Christopher. "Price modelling and asset valuation in carbon emission and electricity markets." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316.

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This thesis is concerned with the mathematical analysis of electricity and carbon emission markets. We introduce a novel, versatile and tractable stochastic framework for the joint price formation of electricity spot prices and allowance certificates. In the proposed framework electricity and allowance prices are explained as functions of specific fundamental factors, such as the demand for electricity and the prices of the fuels used for its production. As a result, the proposed model very clearly captures the complex dependency of the modelled prices on the aforementioned fundamental factors

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4

Dyrssen, Hannah. "Valuation and Optimal Strategies in Markets Experiencing Shocks." Doctoral thesis, Uppsala universitet, Tillämpad matematik och statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-316578.

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This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. the price of a financial asset, is represented by a stochastic process which has continuous sample paths except for the possibility of a sudden drop to zero. In Paper I prices of European-type options in this model are studied together with the partial integro-differential equation that characterizes

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5

Ouyang, Yuhui. "Numerical Approximation of Valuation Equations Incorporating Stochastic Volatility Models." Research Showcase @ CMU, 2014. http://repository.cmu.edu/dissertations/317.

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This dissertation studies the problem of controlling far field boundary errors arising in partial differential equation approaches for pricing financial contracts written on stochastic volatility models. Feynman-Kac type results are obtained by relating finite domain Dirichlet problems to options bearing barrier features. We then adopt a probabilistic framework to show convergence for strictly sublinear contracts even when the underlying process is a local martingale, and for linear contracts when it is a proper martingale. By restricting the stochastic volatility models to a smaller class, up

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6

Kuhn, Zuzana. "Ranges of vector measures and valuations." Diss., Georgia Institute of Technology, 1997. http://hdl.handle.net/1853/30875.

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7

Kolesnichenko, Anna, and Galina Shopina. "Valuation of portfolios under uncertain volatility : Black-Scholes-Barenblatt equations and the static hedging." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1634.

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<p>The famous Black-Scholes (BS) model used in the option pricing theory</p><p>contains two parameters - a volatility and an interest rate. Both</p><p>parameters should be determined before the price evaluation procedure</p><p>starts. Usually one use the historical data to guess the value of these</p><p>parameters. For short lifetime options the interest rate can be estimated</p><p>in proper way, but the volatility estimation is, as well in this case,</p><p>more demanding. It turns out that the volatility should be considered</p><p>as a function of the asset prices and time to make the valuati

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8

Iben, Taarit Marouan. "Valorisation des ajustements Xva : de l’exposition espérée aux risques adverses de corrélation." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1059/document.

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Nous entamons ce rapport de thèse par l’évaluation de l’espérance espérée qui représente une des composantes majeures des ajustements XVA. Sous l’hypothèse d’indépendance entre l’exposition et les coûts de financement et de crédit, nous dérivons dans le chapitre 3 une représentation nouvelle de l’exposition espérée comme la solution d’une équation différentielle ordinaire par rapport au temps d’observation du défaut. Nous nous basons, pour le cas unidimensionnel, sur des arguments similaires à ceux de la volatilité locale de Dupire. Et pour le cas multidimensionnel, nous nous référons à la for

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9

Skogtrø, Bjørn Waage. "Valuating Forward Contracts in the Electricity Market using Partial Integro-differential Equations." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9662.

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<p>e will evaluate forward contracts in the electricity market. A thorough presentation of stochastic analysis for processes with discontinuous paths are provided, and some results concerning these from mathematical finance are stated. Using a Feynman-Kac-type theorem by Pham we derive a partial integro-differential equation giving the forward price from the spot dynamics taken from Geman and Roncoroni. This spot model is regime switching, so we get two equations. These equations are then attempted solved numerically. We suggest the following approach: When implementing boundary-conditio

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10

Malloch, Hamish Jr. "The valuation of options on traded accounts: continuous and discrete time models." Thesis, The University of Sydney, 2010. http://hdl.handle.net/2123/7239.

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In this thesis we are concerned with valuing options on traded accounts using both continuous and discrete time models. An option on a traded account is a zero strike call on the balance of a trading account which consists of a position of size $\theta$ in a risky asset (which we refer to as a stock) and the remaining wealth in a risk-free account. The choice of trading positions throughout the life of the option are made by the buyer, subject to constraints specified in the contract at the time of purchase. The specification of these trading constraints gives rise to some of the more well kno

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