Monte-Carlo Simulation und Due Diligence : ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen

Martin Klein

The combination of experts' probability distributions involved in a due diligence is valuable for encapsulating the accumulated information for decision makers and providing the current state of expert opinion regarding important uncertainties. Therefore, this paper shows how to create and combinate experts' probability distributions which can be used in a monte-carlo simulation to calculate company values. -- Unternehmensbewertung ; Due Diligence ; Monte-Carlo Simulation ; Delphi-Methode ;Szenarioanalyse ; Sensitivitätsanalyse ; Expertenbefragung ; Wahrscheinlichkeitsverteilung ; Simulationssoftware Valuation ; due diligence ; monte-carlo method ; simulation ; business forecast ; forecast uncertainty ; scenario analysis ; sensitivity analysis ; probability distribution ; combining probabilities ; expert judgment

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Year of publication:	2010 ; [Rev. vers.]
Authors:	Klein, Martin
Publisher:	Erlangen-Nürnberg : Univ., Lehrstuhl für Rechnungswesen und Prüfungswesen
Subject:	Unternehmensbewertung \| Firm valuation \| Computerunterstützung \| Computerized method \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Delphi-Methode \| Delphi technique \| Szenariotechnik \| Scenario analysis

Extent:	Online-Ressource (PDF-Datei: 28 S., 2,46 MB)
Series:	Working papers in accounting valuation auditing. - Nürnberg : [Verlag nicht ermittelbar], ZDB-ID 2480426-5. - Vol. 2010,5
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	German
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/32770 [Handle]
Classification:	C80 - Data Collection and Data Estimation Methodology; Computer Programs. General ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure ; G34 - Mergers; Acquisitions; Restructuring; Corporate Governance
Source:	ECONIS - Online Catalogue of the ZBW

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