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Valuation of Emerging Companies by Taking into Account the Rate of Discounting of the Variable and Volatility Changes Using the New Valuation Approaches
, M.Sc. Thesis Sharif University of Technology ; Modarres, Mohammad (Supervisor)
Abstract
Nowadays the evaluation startups has been difficult and this problem increases the likelihood of misunderstanding price of company's stock. Companies need precise evaluation in different steps of their development. during fund-raising, To make the investors’ share determine, the value of companies should be calculated because the investors’ share equals the ratio of new investment to the value of company after investment. Besides, during the merge or possession of a company, to determine the value of the deal or the share of the dealers, we need to evaluate value of the company. to evaluate the Intrinsic value of company, we need to know potential revenue streams, financial statements, the...
High-throughput low-complexity systolic montgomery multiplication over GF(2m) Based on Trinomials
, Article IEEE Transactions on Circuits and Systems II: Express Briefs ; Volume 62, Issue 4 , January , 2015 , Pages 377-381 ; 15497747 (ISSN) ; Farmani, M ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2015
Abstract
Cryptographic computation exploits finite field arithmetic and, in particular, multiplication. Lightweight and fast implementations of such arithmetic are necessary for many sensitive applications. This brief proposed a low-complexity systolic Montgomery multiplication over GF(2m). Our complexity analysis shows that the area complexity of the proposed architecture is reduced compared with the previous work. This has also been confirmed through our application-specific integrated circuit area and time equivalent estimations and implementations. Hence, the proposed architecture appears to be very well suited for high-throughput low-complexity cryptographic applications
Option Pricing by Multinomial Trees and Markov Regime Switching Model
, M.Sc. Thesis Sharif University of Technology ; Zohuri-Zangeneh, Bijan (Supervisor)
Abstract
In the past decades, option pricing has become one of the major areas in modern financial theory and practice. The Black-Scholes-Merton method is a type of option pricing, which is an appropriate and very important model in financial markets due to the pricing process under the assumption of no arbitrage and the recognition of the appropriate discount rate.Inspite of its advantages, this model is not appropriate for pricing the options which need to be investigated before the maturity.To overcome this limitation, some discrete extension of Black Scholes model were introduced such as binomial and trinomial trees.In all of these models during the contract period, volatility is considered...
High-throughput low-complexity unified multipliers over GF(2m) in dual and triangular bases
, Article IEEE Transactions on Circuits and Systems I: Regular Papers ; Volume PP, Issue 99 , 2016 ; 15498328 (ISSN) ; Bayat Sarmadi, S ; Farmani, M ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
Abstract
Multiplication is an essential operation in cryptographic computations. One of the important finite fields for such computations is the binary extension field. High-throughput low-complexity multiplication architectures lead to more efficient cryptosystems. In this paper, a high-throughput low-complexity unified multiplier for triangular and dual bases is presented, and is referred to as basic architecture. This multiplier enjoys slightly simpler and more regular structure due to use of the mentioned bases. Additionally, structurally improved architectures have been proposed, which have smaller time complexity than basic ones. This is achieved by the use of parallel processing method....