01856nam 2200457 450 991081212730332120230823004816.01-119-68750-01-119-68748-91-119-68751-9(CKB)4100000010013930(MiAaPQ)EBC6001224(EXLCZ)99410000001001393020200228h20202019 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierInvestment decision-making using optional models /David HellerLondon :ISTE Limited ;Hoboken, New Jersey :John Wiley & Sons, Incorporated,2020.©20191 online resource (205 pages) IllustrationsModern finance, management innovation & economic growth set ;Volume 21-78630-522-4 Includes bibliographical references and index.Risk and Flexibility Integration in Valuation -- Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest -- Data Generation Applied to Strategic and Operational Option Models -- Conclusion -- Appendices. Demonstration of the CRR Formula -- Stochastic Differential Calculus -- Test of the Black and Scholes Formula and Return on the Log-Normal Distribution -- Demonstration of the Black and Scholes Formula.InvestmentsDecision makingInvestmentsInvestmentsDecision making.Investments.332.6Heller David1103313Ben Bouheni FatenMiAaPQMiAaPQMiAaPQBOOK9910812127303321Investment decision-making using optional models4085975UNINA