Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 10 of 10 for “"Fjármálaverkfræði"”.
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Bayesísk flóðagreining með viðbættri óvissu úr rennslislyklum
Tilgangur þessa verkefnis er að útbúa líkan sem getur framkvæmt flóðagreiningu. Hönnun líkansins er höguð þannig að gefin rétt gögn mun það geta framkvæmt slíka greiningu fyrir allar ár. Fjórar ár á Íslandi eru til skoðunnar í þessu verkefni. Tvenns konar líkön eru útbúin fyrir árnar til skoðunnar. …
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Krosseignatengsl í íslensku atvinnulífi og útlán til tengdra aðila
Tilgangur þessarar rannsóknar var að varpa ljósi á eignafléttur í íslensku atvinnulífi og rekja eignarhald aðila, sem voru áberandi í íslensku atvinnulífi misserin fram að falli bankanna og útlán til þeirra. Það var gert að beiðni Rannsóknarnefndar Alþingis. Í umboði hennar hafði höfundur einstakan …
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Error analysis of the COS method for options pricing
This thesis investigates the use of the Fourier cosine (COS) method for pricing European options under a variety of Lévy process models. The COS method is a Fourier-based technique that leverages the characteristic function of an asset’s returns to efficiently compute option prices. We apply it to …
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Fjárfestingar lífeyrissjóða í fasteignum
Markmið verkefnisins er að greina það hvernig íslenskir lífeyrissjóðir fjárfesta í fasteignum. Fasteignasöfn stærstu íslensku lífeyrissjóðanna voru skoðuð og þau borin saman við fasteignasöfn stærstu lífeyrissjóðanna á Norðurlöndunum. Eignasamsetning ímyndaðra lífeyrissjóða var bestuð með …
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Modeling of electricity spot prices for derivative valuation : capturing volatility clustering and price jumps
Stylized features of the electricity market are non-storeability, strong seasonality, high volatility and extreme events where the electricity spot price exhibits spiky behaviour and volatility clustering. Extreme events appear when e.g. a power plant is unexpectedly closed down, or temperature …
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Economic effect of implementing electric cars
Iceland is a country rich in both geothermal and hydroelectric resources but remains dependent upon foreign gasoline to supply its car fleet. Electric Vechicles (EVs) have been hailed as a cost-efficient solution for Icelanders due to relatively low domestic energy prices, but this paper finds that …
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Real options in corporate finance
Aðferð fyrirtækja að til að verðleggja tækifæri til fjárfestinga hefur breyst mikið á undanförnum árum. Með stöðugum breytingum á mörkuðum standa fyrirtæki oftar frammi fyrir áhættumiklum fjárfestingum með óútreiknanlegri útkomu. Þær aðferðir sem þekktastar eru í dag við verðlagningu fjárfestinga …
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Comparison of DCF and EP valuation methods
Valuations are an integral tool in the world of finance. This thesis explores two different methods to valuate companies. Both methods were applied on two different companies in the small economy of Iceland at turbulent times. The methods chosen were a discounted cash flow method and a economic …
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Comparison of asset pricing models using Icelandic stock data
The Black and Scholes (BS) model is well known and is widely considered as a staple in the stock price modeling. Back when it was introduced, the model offered an easy way of pricing European options, which was revolutionary at the time. The model is made on the assumption that stocks follow a …
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Hedging strategies to manage commodity price risk
Price fluctuations in commodity markets can have a significant impact on potential profits, both for those who use and produce that commodity. Commodity prices, which are based on the supply and demand of a market, are very volatile and it is nearly impossible to predict exactly which way a price …