the performance valuation of the economic enterprise inorder to confidence of limited resources’ optimum allocation is important affaire and as long as it isn’t use of appropriate indicator for performance measurement and stock value of the firm its value not toward reale value and capital doesn’t allocate truly. this subject is more sensitivity in inflation condition. the goal of this research...

In this paper, we develop two models for the valuation of information technology (IT) investment projects using the real options approach. The IT investment projects discussed in this paper are categorized into development and acquisition projects, depending upon the time it takes to start benefiting from the IT asset once the decision to invest has been taken. The models account for uncertaint...

We can get the fair value of any financial derivative either analytically, by simulation or applying suitable numerical technique. For example, when we solve the American option valuation problem, the lattice models can be very useful. The procedure is based on modeling of the underlying asset price evolution (in discrete time with discrete price increments) and subsequent evaluation of the pay...

In this paper, three dynamic pricing models are developed and analyzed. We assume a limited number of a particular asset is offered for sale over a period of time. This asset is perishable and can be an inventory or a manufacturing capacity. During each period, the seller sets a price for this asset. This price is selected from a predetermined discrete set. The maximum amount which a customer i...

The forecast is very complex in financial markets. The reasons for this are the fluctuation of financial data, Such as Stock index data over time. The determining a model for forecasting fluctuations, can play a significant role in investors deci-sion making in financial markets. In the present paper, the Black Scholes model in the prediction of stock on year later value, on using data from mel...

The duality principle in option pricing aims at simplifying valuation problems that depend on several variables by associating them to the corresponding dual option pricing problem. Here we analyze the duality principle for options that depend on several assets. The asset price processes are driven by general semimartingales, and the dual measures are constructed via an Esscher transformation. ...