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Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung … Weiterverarbeitung in der Monte-Carlo Simulation zugänglich gemacht werden können.Schließlich erfordert die anwendungsorientierte …
Persistent link: https://www.econbiz.de/10009451171
The given article below illustrates changes in Georgian pension system. The article gives information about short historical review of Georgian pension scheme and also economical analyze of the new pension system, possible results and challenges that are related to the successful implementation...
Persistent link: https://www.econbiz.de/10012014624
The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the …
Persistent link: https://www.econbiz.de/10009437452
The research presented in this thesis addresses different aspects of dynamic portfolio construction and portfolio risk measurement. It brings the research on dynamic portfolio optimization, replicating portfolio construction, dynamic portfolio risk measurement and volatility forecast together....
Persistent link: https://www.econbiz.de/10009440952
. Standard financial analysis and a MonteCarlo simulation model were used to evaluate the probabilities of risk for net cash …
Persistent link: https://www.econbiz.de/10009445599
There is considerable interest in watershed-based water quality protection. However, the approach can be highly information intensive, necessitating decisions about the types and amounts of data used to guide decisions. This study examines the Bayesian value of different types and amounts of...
Persistent link: https://www.econbiz.de/10009446229
The success of the agricultural systems is affected by several social, cultural and economical variables, which can restrict or nurture the development of the agribusiness. In this context, agricultural managers search for ways to improve production efficiency. This effort comprises the...
Persistent link: https://www.econbiz.de/10009446497
financial or insurance derivatives products. For high-dimensional American options, Monte Carlo simulation is generally regarded …
Persistent link: https://www.econbiz.de/10009447254
RHD to traditional estimators as well as the HKS estimator through a simulation experiment. …
Persistent link: https://www.econbiz.de/10009448023
of them. Thus by utilizing a probability-based valuation model (using Monte Carlo Simulation) it is possible to … incorporate uncertainty into the analysis and address the shortcomings of the current model. The MC simulation assigns a range of …
Persistent link: https://www.econbiz.de/10009465487