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Evaluation and selection of our classification method of valuation of the Fund

Author: LiaoZuo
Tutor: SunWenJun
School: Yunnan University of Finance
Course: Finance
Keywords: the classification of fund valuation methods Monte Carlo simulation Black-Scholes valuation methods Volatility
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 184
Quote: 0
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Abstract


Innovation is the source for the development of the fund companies and fund industry .Therefore, fund companies have been in the innovative research of fund at all times. Continuously enriched with the fund family, an innovative type of fund is appeared - that is the classification of fund.The classification of fund first appeared in foreign countries,and less than 4 years in China. So very few of this fund,the research of the classification’s fund is also less. Currently,only security companies research on this fund. By studying research report ,we could know that the research was limited to only the specific fund’valuation . Security companies chose different valuation methods,so the data from the same fund is also difference.And they only state a classification of funds whether have the investment value in the current,No more systematic approach ,which method is more appropriate for a classification of funds,to study the valuation of the fund. Because of the above reason, writer chosed to study on this topic. The purpose obtain conclusion which method is more accurately, by comparing the different valuation methods of the fund,finally, find a systematic conclusion and provide a theoretical basis for chosing valuation methods.The chapter one of this paper is Introduction.It mainly introduces research background,purpose,significance,main contents and methods,the fund study at home and abroad,and the difficultes and innovation existing in the study;the chapter two of this paper mainly introduces the classification of fund. As the research object to our existing funds, compares several classification of funds in China , and obtaines characteristics and the differences in the risk-benefit between them, Then, grades by two different categories of funds; the chapter three of this paper choses two valuation methods which were commonly used——Monte Carlo simulation and Black-Scholes valuation methods, then introduces the basic principles, calculation methods and steps, factors and note of the two valuation methods; the chapter four of this paper explaines different valuation methods that can value what kind of fund,and how to use these two valuation methods to value the existing classification fund;the chapter five of this paper obtaines theoretical value over time through these two valuation methods. After comparison with the actual data, chosing the appropriate valuation methods; the chapter six of this paper is conclusion, summarizes the classification of funds for different types of valuation methods or uses which valuation methods to value a fund is more suitable in some case.

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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