发明名称 Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
摘要 Methods and apparatus for: (1) inputting economic variables expected to influence future asset values and asset-specific variables; (2) estimating financial statements, future asset values, and tentative asset NPVs using estimated economic variables and estimated asset-specific variables; (3) estimating different financial statements, future asset values and current asset NPVs assuming different estimates of the economic variables that affect asset values; and (4) processes to: (a) equate; or (2) reduce to acceptably small numbers the differences between: (i) the risk measures, terminal values, default premiums, and risk premiums used to determine current values, and (ii) risk measures, terminal values, default premiums, and risk premiums implied by the estimates of economic and firm-specific variables.
申请公布号 US5812988(A) 申请公布日期 1998.09.22
申请号 US19950418111 申请日期 1995.04.06
申请人 INVESTMENTS ANALYTIC, INC. 发明人 SANDRETTO, MICHAEL J.
分类号 G06Q40/00;H01J13/00;(IPC1-7):H01J13/00 主分类号 G06Q40/00
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