搜索结果: 1-6 共查到“商业经济学 Valuation”相关记录6条 . 查询时间(0.08 秒)
Simultaneous determination of market value and risk premium in the valuation of firms
firm valuation DCF CAPM risk premium transfer pricing
2014/6/24
Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, si...
Valuation equations for stochastic volatility models
Valuation equations stochastic volatility models
2010/10/20
We study the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models. The standard Feynman-Kac theorem cannot be directly applied ...
The Validity of Company Valuation Using Discounted Cash Flow Methods
The Validity of Company Valuation Discounted Cash Flow Methods
2010/10/19
This paper closely examines theoretical and practical aspects of the widely used discounted cash flows (DCF) valuation method. It assesses its potentials as well as several weaknesses. A special empha...
Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts
Valuation Energy Multi-Asset Derivative Contracts
2010/12/13
We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at differe...
Counterparty risk valuation for Energy-Commodities swaps: Impact of volatilities and correlation
Counterparty Risk, Credit Valuation adjustment Commodities Swaps,Oil models Convenience Yield models Stochastic Intensity models
2010/10/29
It is commonly accepted that Commodities futures and forward prices, in principle, agree under some simplifying assumptions. One of the most relevant assumptions is the absence of counterparty risk. I...
Credit Default Swap Valuation with Counterparty Risk
Counterparty risk contagious defaults intensity model credit default swap
2010/12/7
Using the reduced form framework with inter-dependent default correlation, we perform valuation of credit default swap with counterparty risk. The inter-dependent default risk structure between the pr...