Heller, David. <br/><br/>
Investment Decision-Making Using Optional Models / 
David Heller. 
 - London :  Hoboken :  ISTE, Ltd. ;  John Wiley & Sons, Incorporated,  �2019. 
 - 1 online resource (162 pages) 
 - Modern finance, management innovation and economic growth set ;  v. 2 .
 - Modern finance, management innovation and economic growth set ;  v. 2. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781119687511 1119687519 1119687489 9781119687481 
<br/><br/><label>Source: </label>9781119687481  Wiley 
<br/><br/><label>Nat. Bib. No.: </label>GBC066452  bnb 
<br/><br/><label>Nat. Bib. Agency Control No.: </label>019655889  Uk 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments--Decision making--Statistical methods.<br/>Investissements--Prise de d�ecision--M�ethodes statistiques.<br/>Investments--Decision making--Statistical methods
<br/><br/><label>LC Class. No.: </label>HG4515 
<br/><br/><label>Dewey Class. No.: </label>332.6