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The optimal valuation of Black Economic Empowerment transactions in South Africa
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613189916590080 |
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| access_status_str | Open Access |
| author | Nashenda, Natalia Linda Theresia |
| author2 | Abraham, Haim |
| author_browse | Abraham, Haim Nashenda, Natalia Linda Theresia |
| author_facet | Abraham, Haim Nashenda, Natalia Linda Theresia |
| author_sort | Nashenda, Natalia Linda Theresia |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5756 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:12.136Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5756 The optimal valuation of Black Economic Empowerment transactions in South Africa Nashenda, Natalia Linda Theresia Abraham, Haim Economics Includes abstract. Includes bibliographical references. There is uncertainty about how best to determine the final payoff at maturity of various BEE transactions entered into by a number of South African companies. This thesis attempts to develop a method which will price these transactions accurately based on a sample of transactions entered into between 2004 and 2011. The primary valuation methods which will be used are Real Options Valuations, Risk–Neutral Valuations, Implied Trinomial Tree Valuations and valuations performed using the Black-Scholes-Merton Model. Various amendments to each of these methods are introduced in order to correct for pricing biases inherent in each valuation model. 2014-07-31T12:26:14Z 2014-07-31T12:26:14Z 2013 Master Thesis Masters MCom http://hdl.handle.net/11427/5756 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Economics Nashenda, Natalia Linda Theresia The optimal valuation of Black Economic Empowerment transactions in South Africa |
| thesis_degree_str | Master's |
| title | The optimal valuation of Black Economic Empowerment transactions in South Africa |
| title_full | The optimal valuation of Black Economic Empowerment transactions in South Africa |
| title_fullStr | The optimal valuation of Black Economic Empowerment transactions in South Africa |
| title_full_unstemmed | The optimal valuation of Black Economic Empowerment transactions in South Africa |
| title_short | The optimal valuation of Black Economic Empowerment transactions in South Africa |
| title_sort | optimal valuation of black economic empowerment transactions in south africa |
| topic | Economics |
| url | http://hdl.handle.net/11427/5756 |
| work_keys_str_mv | AT nashendanatalialindatheresia theoptimalvaluationofblackeconomicempowermenttransactionsinsouthafrica AT nashendanatalialindatheresia optimalvaluationofblackeconomicempowermenttransactionsinsouthafrica |