Application of the CorporateMetrics Methodology in Carlsberg A/S Company

Abstract

In this thesis, the main objective is predicting the operating profits under market risks for the Carlsberg A/S, a beer producer located in Denmark, with the application of CorporateMetrics methodology.

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Subject(s)

CorporateMetrics Methodology, Geometric Brownian Motion, Vašíček Model, Foreign Exchange Risk.

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