Search for dissertations about: "Fredrik Armerin"

Found 4 swedish dissertations containing the words Fredrik Armerin.

  2. 1. On cash flow valuation

    Author : Fredrik Armerin; KTH; []
    Keywords : ;

    Abstract : A fundamental fact in finance and economics is that moneyhas a time value, meaning that if we want to value an amount ofmoney we get at some future date we should discount the amountfrom the future date back to today. When facing a stream ofcash flows occurring at di®erent times we discount each ofthe cash flows using suitable discount rates and then sum thecontributions. READ MORE

  4. 2. Aspects of cash-flow valuation

    Author : Fredrik Armerin; Boualem Djehiche; Bjarne Astrup Jensen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; arbitrage; coherent and convex measures of risk; immunization; insurance; martingale methods; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. READ MORE

  5. 3. Waiting in real options with applications to real estate development valuation

    Author : Fredrik Armerin; Wilhelmsson Mats; Lindskog Filip; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real options; Incomplete markets; Real Estate and Construction Management; Fastigheter och byggande;

    Abstract : In this thesis two dierent problems regarding real options are studied. The rst paper discusses the valuation of a timing option in an irreversible investment when the underlying model is incomplete. READ MORE

  6. 4. Essays on Empirical applications of Real Estate Economics and Finance

    Author : Mo Zheng; Han-Suck Song; Mats Wilhelmsson; Fredrik Armerin; Shahiduzzaman Quoreshi; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real Estate Economics and Finance; Hedonic regression; Spatial econometrics; Residential market; Housing index; GARCH; Volatility forecasting; COVID-19; Value-at-Risk; Extreme Value Theory; Fastighetsekonomi och finans; Hedonisk regression; Spatial ekonometri; Bostadsmarknad; Bostadsindex; GARCH; Volatilitetsprognoser; COVID-19; Value-at-Risk; Extreme Value Theory; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : This doctoral thesis is a collection of four essays that utilize cross-sectional and time-series econometric methods in real estate economics and finance. The first two essays apply econometric modeling to the residential market focusing on hedonic regression analysis, while the other two essays apply financial econometric modeling on an index of listed real estate stocks, and house price index indices. READ MORE