Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen
Abstract-- 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.
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Bibliographic InfoPaper provided by Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Rechnungswesen und Prüfungswesen in its series Working Papers in Accounting Valuation Auditing with number 2010-5.
Date of creation: 2010
Date of revision:
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;
Find related papers by JEL classification:
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
- NEP-CMP-2010-04-17 (Computational Economics)
- NEP-ORE-2010-04-17 (Operations Research)
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