نتایج جستجو برای: valuation model

تعداد نتایج: 2116201  

چگونگی اندازه گیری و دخیل نمودن ریسک، یکی از مباحث چالش برانگیز در مدل‌های ارزشیابی سهام می‌باشد. در این مقاله اثربخشی دو روش متفاوت از اندازه گیری ریسک مورد مقایسه قرار گرفته است. در روش اول بر مبنای مدل شاخص‌های حسابداری ریسک، کوواریانس خصوصیات بنیادی شرکت از جمله سود حسابداری و بازده مازاد حقوق صاحبان سهام با عوامل بازار مربوطه به عنوان تعدیل ریسک در مدل ارزشیابی وارد گردیده و با ارزش فعلی ب...

2009
Zhiwu Chen Jan Jindra

Existing studies on market seasonality and the size effect are largely based on realized returns. This paper investigates seasonal variations and size-related differences in crossstock valuation distribution. We use three stock valuation measures, two derived from structural models and one from book/market ratio. We find that the average valuation level is the highest in mid summer and the lowe...

Journal: :بررسی های حسابداری و حسابرسی 0
غلامرضا کرمی دانشیار حسابداری، دانشگاه تهران، تهران، ایران کامران تاجیک دانشجوی دکتری حسابداری، دانشگاه تهران، تهران، ایران

this research is about presenting a suitable model for reporting inflation accounting in iran. the main method of the researchis  interviews with experts. in order to find the model, thematic analysis has been used. the acceptability of the model has been tested using a questionnaire. the reliability and validity of the questionnaire both have been vindicated. the results of the questionnaire a...

Ahmad Yaghobnezhad, Khalili Eraghi Khalili Eraghi Mohammad Azim Khodayari

In recent years, authors have focused on modeling and forecasting volatility in financial series it is crucial for the characterization of markets, portfolio optimization and asset valuation. One of the most used methods to forecast market volatility is the linear regression. Nonetheless, the errors in prediction using this approach are often quite high. Hence, continued research is conducted t...

Journal: :The Journal of Financial and Quantitative Analysis 1968

Journal: :Quantitative Finance 2021

We provide closed-form pricing formulas for a wide variety of path-independent options, in the exponential Lévy model driven by normal inverse Gaussian process. The results are obtained both symmetric and asymmetric models, take form simple quickly convergent series, under some conditions involving log-forward moneyness maturity instruments. Proofs based on factorized representation Mellin spac...

2005
Sam Howison

Modern financial practice depends heavily on mathematics and a correspondingly large theory has grown up to meet this demand. This paper focuses on the use of matched asymptotic expansions in option pricing; it presents illustrations of the approach in ‘plain vanilla’ option valuation, in valuation using a fast mean-reverting-stochastic volatility model, and in a model for illiquid markets. A t...

2010

We investigate weighted asynchronous cellular automata with weights in valuation monoids. These automata form a distributed extension of weighted finite automata and allow us to model concurrency. Valuation monoids are abstract weight structures that include semirings and (non-distributive) bounded lattices but also offer the possibility to model average behaviors. We prove that weighted asynch...

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