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Assessing cash flow risk in microfinance institutions : a bottom-up approach and Monte Carlo simulation

Tang, Xianghua - In: Journal of developmental entrepreneurship : JDE 29 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015050318

Estimating Changing Volatility in Cash Flow Simulation Based Real Option Valuation with Regression Sum of Squares Error Method

Haahtela, Tero J. - 2011

This paper presents a practical volatility estimation method for cash flow simulation based real option valuation with … changing volatility. During cash flow simulation, present value of the future cash flows and their corresponding cash flow … over time. The method is computationally efficient because it requires only one pass of simulation runs regardless of the …

Persistent link: https://www.econbiz.de/10013123815

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Gallagher, Donal A. - 2009

Unlike tranches of synthetic CDOs, that depend only on the defaults of the underlying securities, tranches of cashflow CDOs also depend on the interest cash flows from the coupons of the securities. Whilst fast, accurate, (semi-)analytic methods exist for pricing synthetic CDO tranches (Hull and...

Persistent link: https://www.econbiz.de/10013156360

A cash flow-based approach for assessing expansion options stemming from project modularity

Caron, Franco; Comandulli, Monia - In: International journal of project organisation & … 6 (2014) 1/2, pp. 157-178

Persistent link: https://www.econbiz.de/10010393431

Sequential capital investment decision making under extreme cash flow situations : evidence using Monte Carlo simulation

Zhang, Wenqing; Padmanabhan, Prasad; Huang, Chia-Hsing - In: Journal of business economics and management 16 (2015) 5, pp. 877-900

Persistent link: https://www.econbiz.de/10011386652

Cash flow at risk valuation of mining project using Monte Carlo simulations with stochastic processes calibrated on historical data

Sauvageau, Mathieu; Kumral, Mustafa - In: The engineering economist : a journal devoted to the … 63 (2018) 3, pp. 171-187

Persistent link: https://www.econbiz.de/10011937527

A Monte Carlo comparison between the free cash flow and discounted cash flow approaches

Akalu, Mehari Mekonnen; Turner, J. Rodney - 2002

Persistent link: https://www.econbiz.de/10001699714

Stochastische Unternehmensbewertung : Der Wertbeitrag von Realoptionen

Meyer, Bernhard Heiko - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013515278

Stochastische Unternehmensbewertung : der Wertbeitrag von Realoptionen

Meyer, Bernhard Heiko - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003290519

Reform der steuerlichen Gewinnermittlung durch Übergang zur Einnahmen-Überschuss-Rechnung : wer gewinnt, wer verliert?

Schanz, Deborah - In: Journal of business economics : JBE 76 (2006) 3, pp. 231-251

Persistent link: https://www.econbiz.de/10003294642

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