LEADER 01113nam0 22002651i 450 001 UON00095695 005 20231205102531.517 100 $a20020107d1968 |0itac50 ba 101 $ager 102 $aDE 105 $a|||| ||||| 200 1 $aOpera Omnia$fL. Apuleius$gInstruxit G. F. Hildebrand 210 $aHildesheim$cG. Holms$d1968 215 $a2 v.$d cm Reprografischer Nachdruck der Ausgabe Leipzig 1842 620 $aDE$dHildesheim$3UONL000317 700 0$aAPULEIUS$3UONV056341$0439295 702 1$aHILDEBRAND$bG. F.$3UONV061866 790 0$aAPULEIUS MADAURENSIS AFER$zAPULEIUS$3UONV065677 790 1$aAPULEIO, Lucio$zAPULEIUS$3UONV065680 801 $aIT$bSOL$c20240220$gRICA 912 $aUON00095695 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI P 5 0190 a $eSI MC 8255 5 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI P 5 0190 b $eSI MC 8256 5 996 $aOpera omnia$980140 997 $aUNIOR LEADER 03727nam 22006975 450 001 9910298475903321 005 20200920085250.0 010 $a3-658-07493-0 024 7 $a10.1007/978-3-658-07493-7 035 $a(CKB)3710000000249051 035 $a(EBL)1967697 035 $a(OCoLC)908087657 035 $a(SSID)ssj0001353620 035 $a(PQKBManifestationID)11831914 035 $a(PQKBTitleCode)TC0001353620 035 $a(PQKBWorkID)11316868 035 $a(PQKB)10695792 035 $a(DE-He213)978-3-658-07493-7 035 $a(MiAaPQ)EBC1967697 035 $a(PPN)181351161 035 $a(EXLCZ)993710000000249051 100 $a20140927d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aReal Options Valuation $eThe Importance of Stochastic Process Choice in Commodity Price Modelling /$fby Max Schöne 205 $a1st ed. 2015. 210 1$aWiesbaden :$cSpringer Fachmedien Wiesbaden :$cImprint: Springer Gabler,$d2015. 215 $a1 online resource (114 p.) 225 1 $aBestMasters,$x2625-3577 300 $a"BestMasters"--Cover. 311 $a3-658-07492-2 320 $aIncludes bibliographical references. 327 $aEmpirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method. 330 $aThe Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a broad empirical study reveals that, contrary to common assumptions, prices are often non-stationary and exhibit non-normally distributed returns. Subsequently, more realistic stochastic volatility, jump diffusion, and Lévy processes are evaluated in the context of a stylised investment project. The valuation results suggest that stochastic process choice can have substantial implications for valuation results and optimal investment rules.    Contents Empirical Analysis of Statistical Commodity Price Properties Stochastic Volatility, Jump Diffusion, and Lévy Processes Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method Target Groups Researchers and students in the field of Finance, Operations Research, and Management Professionals in the field of Corporate Finance / Operations Research / Consulting The Author Max Schöne is a Ph.D. student at the WHU ? Otto Beisheim School of Management with a research focus on real options valuation and decision making under uncertainty. 410 0$aBestMasters,$x2625-3577 606 $aFinance 606 $aManagement 606 $aOperations research 606 $aDecision making 606 $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000 606 $aManagement$3https://scigraph.springernature.com/ontologies/product-market-codes/515000 606 $aOperations Research/Decision Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/521000 615 0$aFinance. 615 0$aManagement. 615 0$aOperations research. 615 0$aDecision making. 615 14$aFinance, general. 615 24$aManagement. 615 24$aOperations Research/Decision Theory. 676 $a330 676 $a650 676 $a657.8333 676 $a658.152 700 $aSchöne$b Max$4aut$4http://id.loc.gov/vocabulary/relators/aut$01061695 906 $aBOOK 912 $a9910298475903321 996 $aReal Options Valuation$92519736 997 $aUNINA