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

276 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.)

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