Results 61 to 70 of about 286,730 (265)

Efficient Risk Estimation for the Credit Valuation Adjustment [PDF]

arXiv, 2023
The valuation of over-the-counter derivatives is subject to a series of valuation adjustments known as xVA, which pose additional risks for financial institutions. Associated risk measures, such as the value-at-risk of an underlying valuation adjustment, play an important role in managing these risks.
arxiv  

Valuation Disputes in Corporate Bankruptcy [PDF]

, 2018
Prior scholarship points to disagreements about valuation and judicial valuation error as key drivers of Chapter 11 outcomes. Avoiding valuation disputes and valuation errors is also the underlying driver of most proposed reforms, from Baird’s auctions ...
Ayotte, Kenneth M., Morrison, Edward R.
core   +1 more source

Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity [PDF]

arXiv, 2017
This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we apply this valuation method to two examples of annuity products, one having annual payments linked to a mortality index and the savings account and the other
arxiv  

European Football Player Valuation: Integrating Financial Models and Network Theory [PDF]

arXiv, 2023
This paper presents a new framework for player valuation in European football, by fusing principles from financial mathematics and network theory. The valuation model leverages a "passing matrix" to encapsulate player interactions on the field, utilizing centrality measures to quantify individual influence.
arxiv  

Concept of brand valuation: Does it really add value? [PDF]

Marketing (Beograd. 1991), 2006
The focus of our paper will be to discuss the most important features that the concept of brand valuation faces, to make comparison of current methodologies of brand valuation, and to create conclusions/lessons how brand valuation challenges modern brand
Bazley Candice, Perović Nikola
doaj  

Overview of utility-based valuation [PDF]

arXiv, 2010
We review the utility-based valuation method for pricing derivative securities in incomplete markets. In particular, we review the practical approach to the utility-based pricing by the means of computing the first order expansion of marginal utility-based prices with respect to a small number of random endowments.
arxiv  

Deep Learning for Dynamic NFT Valuation [PDF]

arXiv, 2023
I study the price dynamics of non-fungible tokens (NFTs) and propose a deep learning framework for dynamic valuation of NFTs. I use data from the Ethereum blockchain and OpenSea to train a deep learning model on historical trades, market trends, and traits/rarity features of Bored Ape Yacht Club NFTs.
arxiv  

Time-Value Concepts, Bond Valuation, and Corresponding Spreadsheet Functions

Spreadsheets in Education, 2011
This paper extends the coverage of bond valuation in introductory finance textbooks. Specifically, it extends the basic model for bond valuation to a more versatile model, which can accommodate valuation dates besides those matching the coupon dates of a
Yi Feng, Clarence C. Y. Kwan
doaj  

Capital budgeting under relational contracting: optimal ranking and duration criteria for schemes of concession, project-financing and public-private partnership [PDF]

Project-financing and public-private partnership schemes are joint projects of investment that are generally submitted to investment valuation criteria based on compound discounting.
Yuri Biondi
core  

The effect of brand value on corporate revenue and corporate value

تحقیقات بازار یابی نوین, 2014
One of the major challenges for managers is the effect of brand on sales and stocks of their organization. Valuation of the brand of product and service and the link between investment in the brand and financial return has been topics of the interest in ...
Abdollah Khani, Khadijeh Ebrahimi
doaj