Real options analysis / Jason B. Legrand and Louis T. Verheyen, editors.

Format:

Book

Contributor:

Legrand, Jason B.

Verheyen, Louis T.

Series:

Business issues, competition and entrepreneurship series.

Financial institutions and services.

Novinka.

Business issues, competition and entrepreneurship

Financial institutions and services

Novinka

Language:

English

Subjects (All):

Real options (Finance).

Physical Description:

1 online resource (125 p.)

Place of Publication:

New York : Nova Science Publishers, c2012.

Language Note:

English

Summary:

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 fuzzy-stochastic real option models and their application and possibilities and optimal control and real options models.

Contents:

Optimal control and real options models / Luis M. Abadie, Alameda Urquijo

Real option models in Fuzzy-Stochastic environment : Fuzzy

Stochastic approach / Zdenek Zmekal

Flexibility in sequential investment and catastrophic risk / Ryuta Takashima

Valuation of oil and gas reserves using cointegrated prices and least-squares Monte Carlo / Thomas Lyse Hansen, Bart J.A. Willigers

Emission control game with unidirectional transfrontier pollution linked to global pollution / Hojeong Park.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-62257-017-0