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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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2010, 2010
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| Edition: | 2nd ed. 2010 |
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| 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