Essays about: "DLOM"

Found 2 essays containing the word DLOM.

  1. 1. Estimating Marketability Discounts in Sale Restricted Options Using Compound Option Pricing Theory

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Bengtsson; [2020-07-07]
    Keywords : ;

    Abstract : This thesis presents a method for estimating the discount for lack of marketability (DLOM) in call options which are restricted for sale. The DLOM is modeled as a put option on the restricted call option, known as a compound option, with two different approaches towards setting the strike price of the compound option. READ MORE

  3. 2. Valuation - The issue of illiquidity : A qualitative retake on illiquidity discounts in the context of private company valuation on the Swedish market

    University essay from Umeå universitet/Företagsekonomi

    Author : Viktor Fredlund; Andreas Tollerup; [2015]
    Keywords : PCD; Private company discount; illiquidity discount; DLOM; valuation; likviditetsrabatt; private company; illiquidity; company valuation; illikviditetsrabatt; företagsvärdering; privat företag; värdering; illikviditet;

    Abstract : A private company lacks a direct observable market value and several situations may require a practitioner to compute the value of a private company. Since most of the valuation methods in use are based on data derived from the public stock markets certain adjustments may be appropriate when valuing a private company. READ MORE