Real options valuation:the importance of interest rate modelling in theory and practice
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Main Authors: | |
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Corporate Authors: | |
Published: |
Springer-Verlag,
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Publisher Address: | Berlin Heidelberg |
Publication Dates: | c2010. |
Literature type: | Book |
Language: | English |
Edition: | 2nd ed. |
Subjects: | |
Online Access: |
http://dx.doi.org/10.1007/978-3-642-12662-8 |
Carrier Form: | 1 online resource (xviii, 389 p.): |
ISBN: |
9783642126628 (electronic bk.) 3642126626 (electronic bk.) |
Index Number: | F830 |
CLC: | F830.59-32 |
Contents: |
Includes bibliographical references and index. Real options in theory and practice -- Stochastic models for the term structure of interest rates -- Real options valuation tools in corporate finance -- Analysis of various real options in simulation and backtesting -- Summary and outlook. |