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ePub Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems) download

by Marcus Schulmerich

ePub Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems) download
Author:
Marcus Schulmerich
ISBN13:
978-3540261919
ISBN:
3540261915
Language:
Publisher:
Springer; 1 edition (September 13, 2005)
Category:
Subcategory:
Mathematics
ePub file:
1658 kb
Fb2 file:
1830 kb
Other formats:
mbr lrf mobi rtf
Rating:
4.2
Votes:
386

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems 559).

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems 559). Download (pdf, 2. 9 Mb) Donate Read.

Book · January 2005 with 3 Reads. DOI: 1. 007/3-540-28512-1.

This book analyzes real options valuation for nonconstant versus constant interest rates using simulation and . Author(s) :Marcus Schulmerich (2005)

This book analyzes real options valuation for nonconstant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Author(s) :Marcus Schulmerich (2005).

Lecture Notes in Economics and Mathematical Systems. Bibliographic Information. Real Options Valuation. The Importance of Interest Rate Modelling in Theory and Practice. Authors: Schulmerich, Marcus. Analyzing stochastic interest rates in the context of real options valuation is of particular relevance given their long time to maturity which makes them more vulnera­ ble to interest rate risk than short-term financial options.

Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates. All necessary theory is provided in the book. The analyses were conducted using a proprietary computer simulation program. All results are explained in detail and rules are derived for application in Corporate Finance practice.

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates. The book shows that the assumption of a constant interest rate in real options valuation is not justifiable.

This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interest rates stochastically. Real options are investigated and combined with various pricing tools and stochastic term structure models

Real Options Valuation book. Goodreads helps you keep track of books you want to read

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Автор: Schulmerich Название: Real Options Valuation ISBN: 3642126618 ISBN-13 . This book explores real option theory applied in practice. Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives.

Описание: This book, updated to cover the financial crisis 2008, analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It combines advanced theory with extensive and down-to-earth data analysis in a way which is truly unique.

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates. The book shows that the assumption of a constant interest rate in real options valuation is not justifiable. All necessary theory is provided in the book. The analyses were conducted using a proprietary computer simulation program. All results are explained in detail and rules are derived for application in Corporate Finance practice. For the first time, a systematic analysis based on simulations and historical backtesting compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interest rates stochastically.