This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Volatility says less about the future than accounting rules suggest

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Schroeder, Gerhard

Additional information is available for the following registered author(s):

Abstract

Both US and EU accounting rules are vague in referring to the Black-Scholes model or pricing models derived from B-S. They are wrong in treating volatility since the mathematical assumption of constant volatility does non apply. Back-testing proves that low performance is achieved in predicting underlying values. The formula of Black and Scholes (with volatility as a key variable) is derived from Einstein’s model explaining Brownian Motion. It is relatively far from market reality. Some disadvantages of the B-S model are explained. It remains risky to base investment decisions on these stochastic principles ex-clusively since that is then a matter of pure chance excluding any economic ra-tionale. Within the context of the capital market discipline, the intention is to both to suggest an economic analysis as well as to provide some inside experi-ence regarding market theory to accountants. The may be not aware of the model that are not reflected in guidance published by international accounting authorities. There is no economic rationale for making future values dependent on today's volatility. Using these models for evaluations means "creative" accounting. Themes: Financial Economics and Institutions, Monetary Policy.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://mpra.ub.uni-muenchen.de/850/
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 850.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation: 14 Nov 2006
Date of revision: 29 Nov 2006
Publication status: Forthcoming in Accepted by the All China Economics International Conference Dec 18-20, 2006 in Hong Kong ACE Conference Publication Submission No 1246.n/a(2007): pp. 1-23
Handle: RePEc:pra:mprapa:850

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Ekkehart Schlicht).

Related research
Keywords: IAS accounting fair value stochastic pricing Black-Scholes

Find related papers by JEL classification:
F3 - International Economics - - International Finance
F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
M41 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Accounting

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 150000 papers.

This page was last updated on 2008-11-18.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.