scientific article; zbMATH DE number 2095959

MaRDI QIDQ4810076zbMATH OpenFDO

Authors Nick Webber

Publication date 31 August 2004

Mathematics Subject Classification ID

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(5)

• Company valuation and the nonlinear state marginal price vector model under agency conflicts
• A nonlinear state marginal price vector model for the task of business valuation. A case study: the dimensioning of IT-service companies under nonlinear synergy effects
• Valuation of cash flows under random rates of interest: a linear algebraic approach
• Implied bond and derivative prices based on non-linear stochastic interest rate models
• Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement

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