Real Options Analysis |
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| Author:
| Legrand, Jason B.
Verheyen, Louis T. |
| Series title: | Series: Business Issues, Competition and Entrepreneurship Ser. |
| ISBN: | 978-1-61324-330-5 |
| Publication Date: | Jan 2011 |
| Publisher: | Nova Science Publishers, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $65.00 |
Book Description:
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The real option methodology is the generalized approach in corporate financial decision-making, investing and valuation. Traditionally, real option models reflect stochastic underlying processes and flexibility. In this book, the authors present topical research in the study of real options analysis, including the valuation of oil and gas reserves using cointegrated prices and least-squares Monte Carlo; flexibility in sequential investment and catastrophic risk; the survey of...
More DescriptionThe real option methodology is the generalized approach in corporate financial decision-making, investing and valuation. Traditionally, real option models reflect stochastic underlying processes and flexibility. In this book, the authors present topical research in the study of real options analysis, including the valuation of oil and gas reserves using cointegrated prices and least-squares Monte Carlo; flexibility in sequential investment and catastrophic risk; the survey of fuzzy-stochastic real option models and their application and possibilities and optimal control and real options models..