Investment decision-making using optional models / / David Heller
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| Autore: |
Heller David
|
| Titolo: |
Investment decision-making using optional models / / David Heller
|
| Pubblicazione: | London : , : ISTE Limited |
| Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , 2020 | |
| ©2019 | |
| Descrizione fisica: | 1 online resource (205 pages) : Illustrations |
| Disciplina: | 332.6 |
| Soggetto topico: | Investments - Decision making |
| Investments | |
| Persona (resp. second.): | Ben BouheniFaten |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Titolo autorizzato: | Investment decision-making using optional models |
| ISBN: | 1-119-68750-0 |
| 1-119-68748-9 | |
| 1-119-68751-9 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910812127303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |