Results 1 to 10 of about 250,820 (303)
Application of the American Real Flexible Switch Options Methodology A Generalized Approach [PDF]
The paper deals with the inclusion of flexibility in financial decision-making under risk. It describes the application of the real options methodology with the possibility of sequential multinomial decision-making. The basic intention is to describe and
Zdenìk Zmeškal
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Option Valuation with Long-run and Short-run Volatility Components [PDF]
This paper presents a new model for the valuation of European options. In our model, the volatility of returns consists of two components. One of these components is a long-run component, and it can be modeled as fully persistent.
Kris Jacobs +2 more
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VALUING ELECTRICITY ASSETS IN DEREGULATED MARKETS: A REAL OPTIONS MODEL WITH MEAN REVERSION AND JUMPS [PDF]
Valuation of electricity generating assets is of central importance as utilities are forced to spin-off generators with the introduction of competitive markets.
Ethier, Robert G.
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Ecos de Economía, 2012 This paper aims to broaden the applicability of the assessment methodology of investment projects through real options as a key element for investment decision making.
Raúl Enrique Aristizábal Velásquez +1 more
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UK Consumers' Willingness-to-Accept (WTA) GM Food [PDF]
Our study uses contingent valuation survey data (WTA and WTP) collected in the UK to examine consumers' behavioral intention with regard to GM food.
Balasubramanian, Siva K. +2 more
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A Monte Carlo approach to value exchange options using a single stochastic factor [PDF]
Exchange options give the holder the right to exchange one risky asset V for another risky asset D. The asset V is referred to as the optioned (underlying) asset, while D is the delivery asset.
Giovanni Villani
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Flexibility in Investments: Exploratory Survey on How Finnish Companies Deal with Flexibility in Capital Budgeting [PDF]
Flexibility is an important issue when investments are being planned and valued. How flexibility inherent in investments is utilised and exploited is, therefore, of great importance to the accuracy of the plans and the valuation.
Collan, Mikael, Långström, Stefan
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Fixed-income instrument pricing. [PDF]
In this article we discuss the fundamentals of pricing of the popular financial instruments. The basic point of our approach is to extend the present value benchmark concept.
ilya, gikhman
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Real Option in Biotechnological Firms Valuation. An Empirical Analysis of European Firms.
Journal of Technology Management & Innovation, 2006 Firms’ intangible assets are becoming more and more relevant in the different areas within the financial discipline. Its management, its quantification and its valuation nowadays constitute one of the main challenges which economy and business try to ...
Gracia Rubio Martín +1 more
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SOLUTIONS FOR MEASURING THE FAIR VALUE OF THE WORKFORCE [PDF]
For the past decades International Accounting Standards and other Anglo-Saxon standards, for example the American ones, had promoted fair value as a valuation basis for the elements of the financial statements.
Deaconu Adela
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