Theoretical Vessel Valuation and Asset Play in Bulk Shipping by Roar Os

@inproceedings{SGrafTheoreticalVV,
  title={Theoretical Vessel Valuation and Asset Play in Bulk Shipping by Roar Os},
  author={M. S.Graf}
}
This thesis consists of two related parts. The first part develops non-parametric freight rate and scrap value models for the product tanker market. Monte Carlo simulations are used to calculate the value of the vessel as the present value of future cashflow and perform sensitivity analysis with respect to input parameters such as vessel age, freight rate volatility, and scrap price. The second part investigates the performance of technical trading rules for the purpose of asset play in the… CONTINUE READING

From This Paper

Topics from this paper.

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 50 references

The term structure of ocean freight rates

  • A W Veenstra
  • Maritime Policy and Management
  • 1999

Application of simple technical trading rules to Swiss stock prices, Is it profitable?

  • D Isakov, M Hollistein
  • Application of simple technical trading rules to…
  • 1998

Conditional modeling of tanker market risk using route specific freight rates

  • D R Glen, B T Martin
  • Maritime Policy & Management
  • 1998

Is technical analysis profitable in the foreign exchange market? A genetic programming approach

  • C Neely, Paul Weller, Robert Ditmar
  • Journal of Financial and Quantitative Analysis
  • 1997

Maritime Economics

  • Martin Stopford
  • Maritime Economics
  • 1997

Similar Papers

Loading similar papers…