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Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) >
Lehrstuhl für Rechnungswesen und Prüfungswesen, Universität Erlangen-Nürnberg >
Working Papers in Accounting Valuation Auditing, FAU Erlangen-Nürnberg >
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http://hdl.handle.net/10419/30190
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| Title: | | Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen |
| Authors: | | Klein, Martin |
| Issue Date: | | 2010 |
| Series/Report no.: | | Working papers in accounting valuation auditing 2010-5 |
| 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. |
| Subjects: | | Unternehmensbewertung Due Diligence Monte-Carlo Simulation Delphi-Methode Szenarioanalyse Sensitivitätsanalyse Expertenbefragung Wahrscheinlichkeitsverteilung Simulationssoftware valuation monte-carlo method simulation business forecast forecast uncertainty scenario analysis sensitivity analysis probability distribution combining probabilities expert judgment |
| JEL: | | C80 G17 G32 G34 |
| Is replaced by the following version: | | http://hdl.handle.net/10419/32770 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Working Papers in Accounting Valuation Auditing, FAU Erlangen-Nürnberg
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| The document was removed on behalf of the author(s)/ the editor(s) on: May 28, 2010 |
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