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Valuation of Contractual Assets Using Statistical Simulation

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  • Jan Vlachý

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  • Jan Vlachý, 2016. "Valuation of Contractual Assets Using Statistical Simulation," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(2), June.
    • Handle: RePEc:wyz:journl:id:441
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    1. Davidson, Andrew & Levin, Alexander, 2014. "Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty," OUP Catalogue, Oxford University Press, number 9780199998166.
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    3. Carol Corrado & Charles Hulten & Daniel Sichel, 2005. "Measuring Capital and Technology: An Expanded Framework," NBER Chapters, in: Measuring Capital in the New Economy, pages 11-46, National Bureau of Economic Research, Inc.
    4. Aboal, Diego & Noya, Nelson & Rius, Andrés, 2014. "Contract Enforcement and Investment: A Systematic Review of the Evidence," World Development, Elsevier, vol. 64(C), pages 322-338.
    5. Alexander Kling & Jochen Russ & Hato Schmeiser, 2006. "Analysis of embedded options in individual pension schemes in Germany," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 43-60, July.
    6. Geske, Robert, 1979. "The valuation of compound options," Journal of Financial Economics, Elsevier, vol. 7(1), pages 63-81, March.
    7. Thomas L. Saaty & Mujgan Sagir, 2009. "Extending The Measurement Of Tangibles To Intangibles," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 7-27.
    8. Carmelo Giaccotto & Gerson M. Goldberg & Shantaram P. Hegde, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts," Journal of Finance, American Finance Association, vol. 62(1), pages 411-445, February.
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    11. Jan Vlachý, 2010. "Assessing and Negotiating Commercial Contracts," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 143-163, September.
    12. G. Jason Goddard & Bill Marcum, 2012. "Real Estate Investment," Springer Texts in Business and Economics, Springer, number 978-3-642-23527-6, August.
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    15. Mitchell, Karlyn, 1991. "The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(2), pages 201-222, June.
    16. Chow, Ying-Foon & McAleer, Michael & Sequeira, John M, 2000. "Pricing of Forward and Futures Contracts," Journal of Economic Surveys, Wiley Blackwell, vol. 14(2), pages 215-253, April.
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