Examinando por Materia "INVERSIONES - MODELOS MATEMÁTICOS"

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    Ítem
    Valoración de un proyecto para la construcción de un parqueadero cerca del Aeropuerto Internacional José María Córdova, con el enfoque de opciones reales
    (Universidad EAFIT, 2019) Restrepo López, Carlos David; López Osorio, Luz Adriana; Lenin Támara, Armando
    This research aims to design the valuation of a parking lot with the real options approach. It will be developed through the use of traditional methodologies as a primary information source, then, the Real Options approach will provide us with the viability of the expansion of the project. The methodology of binomial trees and the Monte Carlo simulation will be used to demonstrate the viability of the expansion, thus taking a time horizon of six years to make such an assessment. The results will indicate if the real options approach allows the evaluation of the possible scenarios arising throughout the project and the implementation strategies that allow to take the best decision and carry out the execution of a project which generates profitability for the investors.
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    Ítem
    Valoración de una fintech a través de opciones reales (ROV)
    (Universidad EAFIT, 2019) Palacio Marín, Laura; Huepa Bolívar, Carlos Eduardo; Bravo Vélez, Juan Felipe
    The discounted cash flow (DCF) considers the variables statically or deterministically. For this reason, through a Monte Carlo simulation proceed to sensitize variables of the environment and the company randomly, considering the main indicators of value generation that can be obtained in the DCF. Additionally, as a complementary methodology, a valuation is made by real options considering the management flexibility implicit in the project; this model can translate this flexibility into volatility, allowing to incorporate the extrinsic value of upside potential risk of the investment.