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|a Heller, David.
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|a Investment Decision-Making Using Optional Models /
|c David Heller.
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| 260 |
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|a London :
|b ISTE, Ltd. ;
|a Hoboken :
|b John Wiley & Sons, Incorporated,
|c ©2019.
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| 300 |
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|a 1 online resource (162 pages)
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|a Modern finance, management innovation and economic growth set ;
|v v. 2
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| 505 |
0 |
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|a Risk and Flexibility Integration in Valuation -- Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest -- Data Generation Applied to Strategic and Operational Option Models -- Conclusion -- Appendices. Demonstration of the CRR Formula -- Stochastic Differential Calculus -- Test of the Black and Scholes Formula and Return on the Log-Normal Distribution -- Demonstration of the Black and Scholes Formula.
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| 504 |
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|a Includes bibliographical references and index.
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|a Print version record.
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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0 |
|a Investments
|x Decision making
|x Statistical methods.
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| 650 |
|
6 |
|a Investissements
|x Prise de décision
|x Méthodes statistiques.
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| 650 |
|
7 |
|a Investments
|x Decision making
|x Statistical methods
|2 fast
|
| 776 |
0 |
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|i Print version:
|a Heller, David.
|t Investment Decision-Making Using Optional Models.
|d Newark : John Wiley & Sons, Incorporated, ©2020
|z 9781786305220
|
| 830 |
|
0 |
|a Modern finance, management innovation and economic growth set ;
|v v. 2.
|
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