Real options valuation
Subtitle: the importance of interest rate modelling in theory and practice
By: Marcus Schulmerich
Edition: 2nd ed.
Publisher: Springer
Published: 2010
Place of publication: Heidelberg; New York
Language: eng
Number of pages: 389
ISBN-13: 9783642126611
Subjects: Mathematical models; Real options (Finance); Capital investments; Decision making; Interest rates
Other titles: Real options valuation : the importance of interest rate modeling in theory and practice
Notes: Includes bibliographic references (p. [377]-389) and index.
Table of contents: title: Real options in theory and practice; title: Stochastic models for the term structure of interest rates; title: Real options valuation tools in corporate finance; title: Analysis of various real options in simulation and backtesting; title: Summary and outlook.