# 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

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

Real Options Valuation book. Goodreads helps you keep track of books you want to read. Start by marking Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems) as Want to Read: Want to Read savin. ant to Read.

theory and to deal operationally with systems methodology . Above the Gathering Storm" will be of great interest to federal and state government agencies, educators.

theory and to deal operationally with systems methodology Rising Above the Gathering Storm: Energizing and Employing America for a Brighter Economic Future. 87 MB·7,268 Downloads·New! Above the Gathering Storm" will be of great interest to federal and state government agencies, educators. Protecting Our Forces. 25 MB·2,146 Downloads·New! of Naturally Occurring Infectious Diseases of Military Importance: Vaccine Issues in the .

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.

- Estimating one-factor models of short-term interest rates (Bank of Canada working paper) ebook
- Principles of Equity Valuation ebook
- Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management ebook
- Dynamic Asset Pricing Theory, Third Edition. ebook
- Financial Options: From Theory to Practice ebook
- An Introduction to Options Trading ebook
- Interest Rate Modelling (Finance and Capital Markets Series) ebook
- Interest Rate Modeling. Volume 1: Foundations and Vanilla Models ebook
- Valuing Employee Stock Options: A Comparison of Alternative Models ebook
- Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (Wiley Frontiers in Science) ebook