Browsing Accounting and Finance by Type "Master Thesis"
Now showing items 1-5 of 5
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Calibration and Model Uncertainty of a Two-Factor Mean-Reverting Diffusion Model for Commodity Prices
(University of Waterloo, 2013-08-28)With the development of various derivative instruments and index products, commodities have become a distinct asset class which can offer enhanced diversification benefits to the traditional asset allocation of stocks and ... -
An Experimental Study of Selected Methods towards Achieving 100% Recall of Synonyms in Software Requirements Documents
(University of Waterloo, 2015)Software requirements documents written in natural language need to avoid the use of synonyms to reduce unnecessary confusion and ambiguity. In practice, synonyms are still common and are widely used in requirements ... -
The Impact of the Transfer of Intangible Assets on the Valuation Effects of High-Tech Cross-Border Mergers and Acquisitions
(University of Waterloo, 2009-09-04)The technology industry is characterized by a greater than usual reliance on intangible assets. During the tech bubble many firms were valued entirely on intangible assets and growth prospects. In the aftermath of the ... -
Market Adaptation to Climate Risk: Evaluating Property Insurance Pricing in Vulnerable Coastal Communities
(University of Waterloo, 2016-01-22)Financial recovery through insurance is critical to restoring socio-economic livelihoods as severe weather and water damage rank as the leading causes for property insurance claims across Canada. As climate change increases ... -
Short Rate Models with Nonlinear Drift and Jumps
(University of Waterloo, 2009-08-27)Many financial contracts can be regarded as derivative securities where the underlying state variable is one or more rates of interest. A partial list of such contracts would include zero-coupon bonds, coupon paying bonds, ...