Skip to main content
Skip header

Financial and real assets valuation

Type of study Doctoral
Language of instruction English
Code 154-9527/01
Abbreviation OFRAa
Course title Financial and real assets valuation
Credits 10
Coordinating department Department of Finance
Course coordinator doc. Ing. Aleš Kresta, Ph.D.

Osnova předmětu

1. General principles of decision making and the role of valuation within it. General
assumptions of valuation. (nature of a value, standards of value, purposes of valuation, date of valuation, valuation under risk and flexibility conditions)
2. Business valuation procedure, financial performance forecasting, financial plan creation.
(brief characteristics of individual parts of the valuation process, nonoperating assets issues, revenues projection, principles of financial plan creation including risk incorporating)
3. Overview and comparison of basic valuation approaches. (link and nature of income, assets‐based and market valuation approaches)
4. Cost of capital in valuation. (expected vs required rate of return, difference between spot and forward rates in valuation, estimation of cost of capital, iteration approach for estimation of market weights in WACC, influence of capital structure on cost of capital)
5. Formal derivation of income methods. (basic valuation formula for discrete and continuous compounding, derivation (using limits) of the present value of perpetuity, formula for calculation of the present value of perpetuity with the absolute rate of growth)
6. Characteristics and comparison of income approaches. (DCF entity method, DCF equity method, DDM, DCF_APV method, method of capitalized earnings, EVA method)
7. Multi‐stages methods. Terminal value estimation options. (utilization of multi‐stages methods, Gordon growth model, key value driver formula (including derivation and economic interpretation))
8. Assets‐based approaches and combined approaches of valuation. (book value method, substantial value method, liquidation value method, assumptions and types of combined methods)
9. Market approach of valuation and relative valuation. (valuation of publicly traded companies, multi‐factors Fama‐French models, relative valuation using multiples)
10. Mergers and acquisitions (M&A). (explanation and types of M&A, value of synergy, sources of synergy value)

Povinná literatura

DAMODARAN, A.: Investment valuation: and Techniques for Determining the Value of Any Asset. John Wiley & Sons, Inc., 2012.
HITCHNER, J. H. Financial Valuation: Applications and Models. 3rd ed. Wiley, 2011.
KOLLER, T., GOETHARD, M., WESSELS, D.: Valuation: Measuring and Managing the Value of Companies. 5th ed. Wiley. 2010.

Doporučená literatura

DLUHOŠOVÁ, D. et al. (2014). Financial Management and Decision-making of a Company. Analysis, Investing, Valuation, Sensitivity, Risk, Flexibility. SAEI, vol. 28. Ostrava: VŠB-TU Ostrava.
HORAN, Stephen, Robert R. JOHNSON a Thomas R. ROBINSON. Strategic Value Investing: Practical Techniques of Value Investors. New York: McGraw-Hill Education, 2014.
MASSARI, Mario, Gianfranco GIANFRATE a Laura ZANETTI. Corporate Valuation: Measuring the Value of Companies in Turbulent Times. Hoboken: Wiley, 2016.