Investment Decision-Making Using Optional Models /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Heller, David
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Hoboken : ISTE, Ltd. ; John Wiley & Sons, Incorporated, ©2019.
Colección:Modern finance, management innovation and economic growth set ; v. 2.
Temas:
Investments > Decision making > Statistical methods.
Investissements > Prise de décision > Méthodes statistiques.
Investments > Decision making > Statistical methods
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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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