Browsing Fakultet for samfunnsvitenskap (SAM) by Subject "Valuation models"
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Performance of Sustainability Focused Funds in Scandinavia
(Master thesis, 2021)The consciousness about sustainability and environmental solutions has never been greater than it is now. Several companies and private investors are taking these issues into account when choosing where to invest. This ... -
Valuing Convertible Bonds using Stochastic Dynamic Programming with Monte Carlo Based Regressions - An empirical study of the US convertible bond market
(Master thesis, 2018)Using Monte Carlo simulation combined with least squares regression to estimate continuation values and optimal exercise decisions in a stochastic dynamic programming framework, we estimate fair price for 40 convertible ...