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.


  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.