Investment Decision-Making Using Optional Models / David Heller.
Material type:
TextSeries: Modern finance, management innovation and economic growth set ; v. 2.Publication details: London : ISTE, Ltd. ; Hoboken : John Wiley & Sons, Incorporated, �2019.Description: 1 online resource (162 pages)Content type: - text
- computer
- online resource
- 9781119687511
- 1119687519
- 1119687489
- 9781119687481
- 332.6 23
- HG4515
Risk and Flexibility Integration in Valuation -- Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest -- Data Generation Applied to Strategic and Operational Option Models -- Conclusion -- Appendices. Demonstration of the CRR Formula -- Stochastic Differential Calculus -- Test of the Black and Scholes Formula and Return on the Log-Normal Distribution -- Demonstration of the Black and Scholes Formula.
Includes bibliographical references and index.
Print version record.
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