Ocenění výrobní společnosti za rizika
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Moškoř, Martin
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The thesis deals with valuation Saft Ferak a.s. under risk by using discounted cash flow method. The valuation is performed in two stages, first stage lasts from 2014 to2017 and second stage starts in 2018. The diploma thesis is divided into three parts. In theoretical part selected methods for valuation are describe. The following part is focused on the basic characteristics of the company. In the practical part stochastic parameter is chosen, which is simulated and afterward FCFE generated by company are determined. Next, cash flows are discounted and value of equity is computed. Results of valuation including chosen percentiles are summarized in conclusion.
Description
Import 22/07/2015
Subject(s)
risk, methods of valuation, cash flow, costs of capital, probability distribution, Vašíček’s model, stochastic processes, Monte Carlo simulation, mean reversion processes