Fundamental Value

In quantitative finance, the fundamental value is the present value of all expected future net income-cashflows to the asset calculated via discounted cash flow valuation.

See also present value, terminal value and financial asset.

References

  1. Grinold, Richard C., and Ronald N. Kahn. Active portfolio management: Quantitative theory and applications. Probus, 1995.
  2. Wilmott, Paul. Paul Wilmott introduces quantitative finance. John Wiley & Sons, 2007.
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