INTELLECTUAL CAPITAL VALUATION USING MONTE CARLO SIMULATION

Abstract

We present a simulation model in this paper to determine the value of intellectual capital. In frame of the simulation model we have used the Baruch Lev’s intellectual capital valuation modell.We have built in the Baruch Lev model in a two-dimensional Monte Carlo simulation modell. We have determined the intellectual capital in case of some stock exchange company. The calculation are presented in case of a selected company.

Keywords

• intellectual capital valuation
• Baruch Lev
• Monte Carlo simulation
• two dimensional simulation