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Investment Decision-Making Using Optional Models / David Heller.

By: Material type: TextTextSeries: Modern finance, management innovation and economic growth set ; v. 2.Publication details: London : ISTE, Ltd. ; Hoboken : John Wiley & Sons, Incorporated, ©2019.Description: 1 online resource (162 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781119687511
  • 1119687519
  • 9781119687481
  • 1119687489
Subject(s): Genre/Form: Additional physical formats: Print version:: Investment Decision-Making Using Optional Models.DDC classification:
  • 332.6 23
LOC classification:
  • HG4515
Online resources:
Contents:
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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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.

Includes bibliographical references and index.

Print version record.

John Wiley and Sons Wiley Frontlist Obook All English 2020

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