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The Resource Real Options Illustrated

Real Options Illustrated

Label
Real Options Illustrated
Title
Real Options Illustrated
Creator
Subject
Language
eng
Member of
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
Series statement
SpringerBriefs in Finance Ser
Real Options Illustrated
Label
Real Options Illustrated
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=4456486
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Contents -- About the Author -- Introduction -- Chapter 1: Introduction to Real Options Analysis -- 1.1 Options -- 1.1.1 Basics of Option Theory -- 1.1.1.1 Call Option and Put Option -- 1.1.1.2 Long Position and Short Position -- 1.1.1.3 American Option and European Option -- 1.1.1.4 The Basic Idea of Valuation -- 1.1.1.5 Hedging -- 1.1.2 From Financial Options to Real Options -- 1.1.3 Common Real Options -- 1.1.3.1 Option to Defer -- 1.1.3.2 Option to Expand or Contract -- 1.1.3.3 Option to Abandon or Switch -- 1.2 A Simple Real Options Analysis Example -- 1.3 Key Strengths of Real Options Analysis -- 1.4 Weaknesses of Real Options Analysis -- 1.5 Three Approaches -- 1.5.1 Analytical Versus Numerical -- 1.5.2 Dynamic Programming -- 1.5.3 Contingent Claims -- 1.5.4 Comparing Dynamic Programming and Contingent Claims -- 1.5.5 Monte Carlo Simulation -- References -- Chapter 2: Comparison of Real Options Analysis and Other Methods -- 2.1 The Case -- 2.2 Net Present Value Analysis -- 2.3 Decision Tree Analysis -- 2.4 Real Options Analysis -- 2.4.1 Replicating Portfolio Approach -- 2.4.2 Risk-Neutral Probability Approach -- 2.5 Evaluation -- References -- Chapter 3: Real Options Methods Illustrated -- 3.1 Netscape: Black-Scholes -- 3.1.1 The Valuation Formula -- 3.1.1.1 Geometric Brownian Motion -- 3.1.2 The Main Objective -- 3.1.3 The Case: Netscape -- 3.1.4 Strengths and Weaknesses -- 3.2 Option Pricing: Cox, Ross and Rubinstein -- 3.2.1 The Basic Idea -- 3.2.2 The Binomial Option Pricing Formula -- 3.2.2.1 Geometric Brownian Motion -- 3.2.3 The Main Objectives -- 3.2.4 Strengths and Weaknesses -- 3.2.5 The Binomial Tree Method Illustrated -- 3.2.5.1 The Case -- 3.2.5.2 Event Tree -- 3.2.5.3 Decision Tree -- 3.2.5.4 Backward Induction -- 3.2.5.5 Value of the Abandonment Option -- 3.3 The Portes Case: Copeland and Antikarov -- 3.3.1 The Case
  • 3.3.2 The Main Objectives -- 3.3.3 The Method -- 3.3.4 Strengths and Weaknesses -- 3.4 The Boeing Approach: Datar Mathews -- 3.4.1 The Case -- 3.4.2 The Main Objectives -- 3.4.3 The Method -- 3.4.4 Strenghts and Weaknesses -- 3.5 Parking Garage: de Neufville, Scholtes and Wang -- 3.5.1 The Case -- 3.5.2 The Main Objectives -- 3.5.3 The Demand Model -- 3.5.3.1 Demand Projection -- 3.5.3.2 Projected Realized Demand -- 3.5.3.3 Realized Demand -- 3.5.3.4 Illustration of Demand Model de Neufville et al. (2006) -- 3.5.4 The Method -- 3.5.5 Strenghts and Weaknesses -- 3.5.6 The Generalized Demand Model -- 3.5.6.1 Distribution of Demand Uncertainty in First Year -- 3.5.6.2 Distribution of Demand from Second Year Onwards -- 3.5.6.3 Illustration Generalized Demand Model Peters -- 3.6 Summary Real Options Methods -- References -- Netscape: Black-Scholes -- Option Pricing: Cox, Ross and Rubinstein -- The Portes Case: Copeland and Antikarov -- The Boeing Approach: Datar Mathews -- Parking Garage: de Neufville, Scholtes and Wang -- Chapter 4: The Impact of Probability Distributions -- 4.1 Uniform Distribution, Beta Distribution and PERT-Distribution -- 4.1.1 The Uniform Distribution -- 4.1.2 The Beta Distribution -- 4.1.3 The PERT-Distribution -- 4.2 Design Comparative Study Probability Distributions -- 4.3 Results Simulation Studies -- 4.3.1 Simulation Results of Different Parameter Values of the Beta Distribution -- 4.3.2 Results Comparative Study of Three Probability Distributions -- 4.4 Conclusion -- References -- Glossary -- Index
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Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4385040'}
Extent
1 online resource (114 pages)
Form of item
online
Isbn
9783319283104
Media category
computer
Media MARC source
rdamedia
Media type code
c
Sound
unknown sound
Specific material designation
remote

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