Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice

This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interes...

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Bibliographic Details
Main Author: Schulmerich, Marcus
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2010, 2010
Edition:2nd ed. 2010
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Real Options in Theory and Practice
  • Stochastic Models for the Term Structure of Interest Rates
  • Real Options Valuation Tools in Corporate Finance
  • Analysis of Various Real Options in Simulations and Backtesting
  • Summary and Outlook