NVIDIA Company Valuation under the Risk and Flexibility Based on the Real Options Method
| dc.contributor.advisor | Zmeškal, Zdeněk | |
| dc.contributor.author | Li, Xin | |
| dc.contributor.referee | Čulík, Miroslav | |
| dc.date.accepted | 2021-05-24 | |
| dc.date.accessioned | 2021-07-15T09:27:22Z | |
| dc.date.available | 2021-07-15T09:27:22Z | |
| dc.date.issued | 2021 | |
| dc.description.abstract | In this thesis，our goal is to apply real options theory in a risk-neutral world to evaluate NVIDIA's valuation under uncertain market conditions. We give the classification of real option, and introduce two kinds of option pricing models, namely Black-Scholes model and binomial model. Finally, we use binomial model to get the real option valuation of NVIDIA company. | en |
| dc.description.abstract | In this thesis，our goal is to apply real options theory in a risk-neutral world to evaluate NVIDIA's valuation under uncertain market conditions. We give the classification of real option, and introduce two kinds of option pricing models, namely Black-Scholes model and binomial model. Finally, we use binomial model to get the real option valuation of NVIDIA company. | cs |
| dc.description.department | 154 - Katedra financí | cs |
| dc.description.result | výborně | cs |
| dc.format.extent | 2941614 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.other | OSD002 | |
| dc.identifier.sender | S2751 | |
| dc.identifier.thesis | LIX0009_EKF_N0412A050005_2021 | |
| dc.identifier.uri | http://hdl.handle.net/10084/143278 | |
| dc.language.iso | en | |
| dc.publisher | Vysoká škola báňská – Technická univerzita Ostrava | cs |
| dc.rights.access | openAccess | |
| dc.subject | Real option | en |
| dc.subject | discount cash flow model | en |
| dc.subject | The binomial option pricing model | en |
| dc.subject | The Black-Scholes option pricing model | en |
| dc.subject | Real option | cs |
| dc.subject | discount cash flow model | cs |
| dc.subject | The binomial option pricing model | cs |
| dc.subject | The Black-Scholes option pricing model. | cs |
| dc.thesis.degree-grantor | Vysoká škola báňská – Technická univerzita Ostrava. Ekonomická fakulta | cs |
| dc.thesis.degree-level | Magisterský studijní program | cs |
| dc.thesis.degree-name | Ing. | |
| dc.thesis.degree-program | Finance | cs |
| dc.title | NVIDIA Company Valuation under the Risk and Flexibility Based on the Real Options Method | en |
| dc.title.alternative | Ocenění společnosti NVIDIA za rizika a flexibility na bázi metody reálných opcí | cs |
| dc.type | Diplomová práce | cs |
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