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and the development of a model that forms the basis for many current
applications of real option theory. Over the last decade the theory
has rapidly expanded and become enriched thanks to increasing research
activity. Modern real option theory may be used for the valuation of
entire companies as well as for particular investment projects in the
presence of uncertainty. As such, the theory of real options can serve
as a tool for more practically oriented decision making, providing
management with strategies maximizing its capital market value.
This book is devoted to examining a new framework for classifying real
options from a management and a valuation perspective, giving the
advantages and disadvantages of the real option approach. Impulse
control theory and the theory of optimal stopping combined with
methods of mathematical finance are used to construct arbitrarily
complex real option models which can be solved numerically and which
yield optimal capital market strategies and values. Various examples
are given to demonstrate the potential of this framework.
This work will benefit the financial community, companies, as well as
academics in mathematical finance by providing an important extension
of real option research from both a theoretical and practical point of
view.
and the development of a model that forms the basis for many current
applications of real option theory. Over the last decade the theory
has rapidly expanded and become enriched thanks to increasing research
activity. Modern real option theory may be used for the valuation of
entire companies as well as for particular investment projects in the
presence of uncertainty. As such, the theory of real options can serve
as a tool for more practically oriented decision making, providing
management with strategies maximizing its capital market value.
This book is devoted to examining a new framework for classifying real
options from a management and a valuation perspective, giving the
advantages and disadvantages of the real option approach. Impulse
control theory and the theory of optimal stopping combined with
methods of mathematical finance are used to construct arbitrarily
complex real option models which can be solved numerically and which
yield optimal capital market strategies and values. Various examples
are given to demonstrate the potential of this framework.
This work will benefit the financial community, companies, as well as
academics in mathematical finance by providing an important extension
of real option research from both a theoretical and practical point of
view.
which the theory of real options can serve as a tool for practically
oriented decision making in the face of uncertainty. This book
examines a new framework for classifying real options from a
management and a valuation perspective, giving the advantages and
disadvantages of the approach. Impulse control theory and the theory
of optimal stopping are used to construct arbitrarily complex real
option models that can be solved numerically and yield optimal capital
market strategies and values. Various examples demonstrate the
potential of this framework.
| Erscheinungsjahr: | 2011 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | 288 S. |
| ISBN-13: | 9781461274018 |
| ISBN-10: | 146127401X |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Vollert, Alexander |
| Auflage: | Softcover reprint of the original 1st edition 2003 |
| Hersteller: | Birkhäuser Boston |
| Verantwortliche Person für die EU: | Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 16 mm |
| Von/Mit: | Alexander Vollert |
| Erscheinungsdatum: | 21.10.2011 |
| Gewicht: | 0,441 kg |
which the theory of real options can serve as a tool for practically
oriented decision making in the face of uncertainty. This book
examines a new framework for classifying real options from a
management and a valuation perspective, giving the advantages and
disadvantages of the approach. Impulse control theory and the theory
of optimal stopping are used to construct arbitrarily complex real
option models that can be solved numerically and yield optimal capital
market strategies and values. Various examples demonstrate the
potential of this framework.
| Erscheinungsjahr: | 2011 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | 288 S. |
| ISBN-13: | 9781461274018 |
| ISBN-10: | 146127401X |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Vollert, Alexander |
| Auflage: | Softcover reprint of the original 1st edition 2003 |
| Hersteller: | Birkhäuser Boston |
| Verantwortliche Person für die EU: | Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 16 mm |
| Von/Mit: | Alexander Vollert |
| Erscheinungsdatum: | 21.10.2011 |
| Gewicht: | 0,441 kg |
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