منابع مشابه
Stock Market Valuation and Globalization
We study the valuation of similar assets in different national markets and how the valuation differentials have evolved through time. We focus on the impact of globalization and propose a (model free) measure of the degree of segmentation of world equity markets. We characterize which factors determine its cross-sectional and time series variation. Our first goal is to link the measure to the d...
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It has been common practice to provide executives of firms with executive stock options as a part of the compensation package; such options are available both in US and Australia. These executive stock options are call options with additional restrictions. Until recently, the executive stock options were not required to be disclosed in the financial reports of the firms. But this has changed du...
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This paper is concerned with valuation of stock loans. The underlying stock price is assumed to follow a mean reverting uncertain differential equation driven by canonical Liu process in this paper. The price formulas of standard stock loan and capped stock loan are derived by using method of uncertain calculus within the framework of uncertainty theory.
متن کاملValuation of stock loan under uncertain mean-reverting stock model
Stock loan is different from the traditional loan, it needs to be collateralized by stock. Fairly valuing stock loan is very important for financial market participants. The main contribution of this paper is to give a valuing method of stock loan in uncertain environment. Under the assumption that the underlying stock price follows an uncertain mean-reverting stock model, the price formulas of...
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The concept of value is of great importance for investors. The goal of different groups of investors is always to maximize the value of their capital. The aim of this research is developing factors effective on securities in capital market in order to develop a paradigm for fair valuation that leads investors to make better decisions. To study fair value in a precise and comprehensive way, effe...
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ژورنال
عنوان ژورنال: CECCAR Business Review
سال: 2021
ISSN: 1454-9263,2668-8921
DOI: 10.37945/cbr.2021.01.04