New answers tagged valuation
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Act/Act for treasury note interest accruals
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I will attempt to answer partially - sorry, I don't know enough about this accounting stuff to give a more comprehensive answer, but I can share some pointers that I hope will help. This is more of an accounting question, than a math/quant question.
"Additional valuation adjustment" (AVA) is the difference between "fair" and "prudent&...
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Lucky for us, the method you’re describing is unnecessarily complicated. M&M state that distributions have no impact on firm value, so why would it in your model?
Check out Valuation Models: An Issue of Accounting Theory by Stephen Penman. In it, he shows how the Free Cashflow model is only valid insofar as it matches the Dividend Discount model via ...
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If quick and simple works, the formula by Malz is quite easy to implement.
If you have access to an automated data import tool, I suspect you use one of the common vendors. In this case it may be worth to ask if they have an API that pulls you the exact value based on a request for say 35DC with expiry in x days.
E.g. Bloomberg would allow you to pull single ...
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