Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [1st ed] 3540261915, 9783540261919, 9783540285120

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historica

295 20 4MB

English Pages 366 Year 2005

Table of contents :
Introduction....Pages 1-17
Real Options in Theory and Practice....Pages 19-67
Stochastic Models for the Term Structure of Interest Rates....Pages 69-129
Real Options Valuation Tools in Corporate Finance....Pages 131-190
Analysis of Various Real Options in Simulations and Backtesting....Pages 191-330
Summary and Outlook....Pages 331-342

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [1st ed]
3540261915, 9783540261919, 9783540285120

Author / Uploaded
Dr. Marcus Schulmerich CFA
FRM (auth.)

0 0 0
Like this paper and download? You can publish your own PDF file online for free in a few minutes! Sign Up

Recommend Papers

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [2 ed.] 3642126618, 9783642126611

After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never

120 27 9MB Read more

Modelling Fixed Income Securities and Interest Rate Options [Second edition] 0804744386, 9780804744386

This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of p

373 67 9KB Read more

Interest rate, term structure, and valuation modeling [1st ed.] 0471220949, 9780471220947, 9780471446989

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews t

493 43 2MB Read more

Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options [2 Sub ed.] 0471979589, 9780471979586

The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extrem

386 97 5MB Read more

Interest Rate Modelling: Financial Engineering [1 ed.] 0471975230, 9780471975236

As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with

102 65 18MB Read more

The valuation of interest rate derivative securities [1 ed.] 0415137276, 9780415137270, 9780203982778

The increased volatility of interest rates during recent years and the corresponding introduction of a variety of intere

335 6 313KB Read more

Interest Rate Models Theory and Practice [1 ed.] 9783540417729, 3540417729, 3540221492

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market m

357 92 8MB Read more

Interest Rate Models - Theory and Practice [2nd ed.] 3540221492, 9783540221494, 9783540346043

The 2nd edition of this sucessful book has several new features. The calibration discussion of the basic LIBOR market mo

435 104 8MB Read more

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [2013 ed.] 3642349242, 9783642349249

The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a ti

370 52 2MB Read more

Modeling fixed-income securities and interest rate options [2nd ed] 0804744386, 9780804744386

This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of p

399 32 4MB Read more