Tid: 18 november 2002 kl 1515-1700

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Fredrik Armerin, Matematisk statistik, KTH.

Titel: On Cash Flow Valuation. (Licentiat-seminarium)

Sammanfattning: When facing a stream of cash flows occurring at different times, we discount each of the expected cash flows using suitable discount rates and then sum the contributions. This sum of discounted cash flows defines the value today of the stream of cash flows. We present two papers, the first on discrete and the second on continuous time models. Applications include topics from finance, economics, life insurance, and real options.

Diskutant är prof Ingemar Kaj, Uppsala Universitet.

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