Examinando por Materia "Opciones"

Mostrando 1 - 3 de 3
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    Ítem
    Aplicación de opciones reales a inversiones en proyectos de reforestación
    (Universidad EAFIT, 2019) Gutiérrez Olivares, Nicolás; Parra Gutiérrez, Simón; Pareja Vasseur, Julian Alberto
    This study evaluates the different valuation methodologies for reforestation projects focused on wood production for industrial use. The differences between the traditional discounted cash flow methods and the real options methods are analyzed. In addition to this, the different ways of assessing real options and their application to the final evaluation of a project are investigated. The different methods are applied in a real example of a reforestation project in order to analyze the advantages, disadvantages and quantitative differences of one method over the other. Finally, a valuation model that adapts to different types of reforestation projects is concluded and designed.
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    Ítem
    Numerical methods to value an option including risk aversion with a CRRA utility function
    (Universidad EAFIT, 2021) Manzur Guevara, Diego; Marín Sánchez, Fredy Hernán; Pareja Vasseur, Julián Alberto
  • No hay miniatura disponible
    Ítem
    El uso de coberturas financieras en el sector agroindustrial
    (Universidad EAFIT, 2019) Izquierdo Murillo, Gabriel Andrés; Parada Puerto, Carlos; Echandía José Manuel
    The development of financial instruments has led to the opening of new businesses in the financial sector and in some manufacturing sectors of the country, which are attracted to a greater extent by the possibility of hedging against possible changes in the different commodities, currencies and rates. of interest, and in a smaller amount because of the possibility of being able to speculate, taking advantage of the volatilities, various indices and currencies with which, they carry out operations; this is why the development of markets where agricultural commodities are traded, would serve as an engine to promote the development of the rural sector, generating incentives for the formalization of producers