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101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aInvestment decision-making using optional models /$fDavid Heller
210  1$aLondon :$cISTE Limited ;$aHoboken, New Jersey :$cJohn Wiley & Sons, Incorporated,$d2020.
210  4$dİ2019
215   $a1 online resource (205 pages) $cIllustrations
225 0 $aModern finance, management innovation & economic growth set ;$vVolume 2
311   $a1-78630-522-4 
320   $aIncludes bibliographical references and index.
327   $aRisk 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.
606   $aInvestments$xDecision making
606   $aInvestments
615  0$aInvestments$xDecision making.
615  0$aInvestments.
676   $a332.6
700   $aHeller$b David$01103313
702   $aBen Bouheni$b Faten
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910812127303321
996   $aInvestment decision-making using optional models$94085975
997   $aUNINA