CASH FLOWFORECAST AND ASSET VALUATION WITH BAYESIAN MODELING

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：swangel

【摘要】

：

Many assets do not trade frequently,such as privately held companies,private infrastruc-ture projects,real estate and many structured products.

【作者】

：

Qi Wang

【机构】

：

EDHECinfra,049145,Singapore

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Bayesian regression Kalman filter Gibbs sampling Cash flow forecast Private mark

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　　Many assets do not trade frequently,such as privately held companies,private infrastruc-ture projects,real estate and many structured products.

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CASH FLOWFORECAST AND ASSET VALUATION WITH BAYESIAN MODELING

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