Concept

Valuation (finance)

Related publications (56)

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Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches

Sebastian Maier

The need to evaluate natural resource investments under uncertainty has given rise to the development of real options valuation; however, the analysis of such investments has been restricted by the capabilities of existing valuation approaches. We re-visit ...

2020

People's perceptions of the cultural ecosystem services of the Sava river in the Balkans: the contribution of participatory mapping

Constance Brouillet

Many rivers in the Balkan Peninsula are recognised at the European level for the biodiversity they host and their strong cultural heritage. However, they are experiencing significant anthropogenic changes, where their biodiversity and cultural values are o ...

2020

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

EPFL2019

Replicating portfolio approach to capital calculation

Damir Filipovic, Mathieu Jacques David Cambou

The replicating portfolio (RP) approach to the calculation of capital for life insurance portfolios is an industry standard. The RP is obtained from projecting the terminal loss of discounted asset–liability cash flows on a set of factors generated by a fa ...

2018

Investment Dynamics with Natural Expectations

Andreas Fuster

We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are ...

2018

Optimal Switching Between Cash-Flow Streams

Thomas Alois Weber

We consider the problem of finding the optimal time to switch between two measurable cash-flow streams. A complete characterization of the set of solutions is obtained in terms of adjoint variables which measure the available gain from deviations. An itera ...

2017

Benefits of working capital sharing in supply chains

Ralf Seifert, Margarita Protopappa

Supply chain finance and working capital management are important avenues to reduce supply chain costs. Small suppliers may not have sufficient working capital to finance their operations and efficiently supply their customers. We develop a model that capt ...

Palgrave Macmillan2017

Optimal Switching Between Cash-Flow Streams

Thomas Alois Weber

2016

Supply Chain Management in Process Industries: Empirical Investigations for Commodity Markets

Philipp Urs Moser

Process industries (PI) have thrived in recent decades, but structural changes in the markets are currently putting both growth and profitability at risk. In a period of tumbling prices, supply chain management (SCM) is increasingly viewed as an essential ...

EPFL2016

Valuation of a pumped-storage hydro-plant in a multiple markets framework

Nikolaos Iliadis

There has been an evolving electricity market structure starting from the spot market and its derivatives, to several other markets such as the Intraday Market, the Balancing Market and the Reserve Capacity Market. The participation in these markets has ch ...

EPFL2015