Search for dissertations about: "real options model"

Showing result 1 - 5 of 41 swedish dissertations containing the words real options model.

  2. 1. Real options in real estate

    Author : Åke Gunnelin; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; real options; property; real estate; realestate economics; appraisal; landvaluation; income property; overbuilding.; Building engineering; Byggnadsteknik;

    Abstract : This is a doctoral dissertation presented to the FacultyBoard of the Royal Institute of Technology. The dissertationconsists of three self-contained essays on real option pricing.Essay I, written in Swedish, was presented at seminar andaccepted as fulfilling the requirement for a Licentiate Degreein Engineering thesis in 1995. READ MORE

  4. 2. 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

  5. 3. Timing options and taxation : essays on the economics of firm creation and tax evasion

    Author : Tomas Forsfält; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Företagsbeskattning; Småföretag;

    Abstract : Taxation of Small Firms under Uncertainty: A Real Option View of Firm CreationThis paper addresses the impact of the tax system on the incentives to become self-employed. The new approach here is that the creation of a firm is assumed to be an opportunity but not an obligation, that is, a real option. READ MORE

  6. 4. Essays in real estate finance

    Author : Eric Clapham; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. READ MORE

  7. 5.

    Author : Klas Bergenheim; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonometri; Nationalekonomi; economic policy; economic systems; economic theory; econometrics; Economics; toxikologi; farmaci; Pharmaceutical R D; Patents; Pricing of Pharmaceuticals; Real Options; Pharmacological sciences; pharmacy; pharmacognosy; toxicology; farmakognosi; Farmakologi; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Abstract : The first paper, Pharmaceutical R&D: a real option approach, considers the process of pharmaceutical R&D analyzed with real option theory. This process is analyzed as an opportunity to research and develop a new pharmaceutical. Contrary to other models using real option analysis I use an option that takes time to exercise. READ MORE