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£56.50
Springer Real Options Valuation: The Importance of Stochastic Process Choice in Commodity Price Modelling (BestMasters)
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Most common price: £56 (45 days, 100.0%)
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Description
The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a broad empirical study reveals that, contrary to common assumptions, prices are often non-stationary and exhibit non-normally distributed returns. Subsequently, more realistic stochastic volatility, jump diffusion, and Lévy processes are evaluated in the context of a stylised investment project. The valuation results suggest that stochastic process choice can have substantial implications for valuation results and optimal investment rules.
Product Specifications
- Brand
- Springer
- Format
- Paperback
- ASIN
- 3658074922
- Category
- Books > Subjects > Business, Finance & Law > Management > Management Skills > Decision Making
- Domain
- Amazon UK
- Publication Date
- 10 October 2014
- Listed Since
- 12 September 2014
Barcode
No barcode data available
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