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Book
Author Shockley, Richard L. (Richard Lester), 1961-

Title An applied course in real options valuation / Richard L. Shockley
Published Mason, OH : Thomson Higher Education, [2007]
©2007

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Location Call no. Vol. Availability
 MELB  332.632 Sho/Aci  UNAVAILABLE C19
 MELB  332.632 Sho/Aci  UNAVAILABLE C19
Description xvi, 523 pages : illustrations ; 24 cm
Series Thomson South-Western finance series
Thomson South-Western finance series.
Contents Machine derived contents note: 1. Introduction. PART 1. THE THEORY OF VALUE. 2. Valuation of Financial Assets. 3. Valuation of Real Assets. PART 2. THE BINOMIAL MODEL. 4. Valuation by Arbitrage in the Binomial Model. PART 3. EUROPEAN-STYLE REAL OPTIONS. 5. Research and Development: Valuing the Preliminary Design of a Super-Jumbo Jet at Boeing. 6. Platform Investments: How Much Are You Willing To Lose in the Name of "Strategy"? A Lesson on Volatility Estimation. 7. Multi-Staged Investments: The Staged Roll-Out of Wal-Mart Neighborhood Markets. 8. Multi-Staged Investments with Technical (or Private) Risk: Early-Stage Pharmaceutical R&D, and the Interaction of Market and Technical Risk. 9. "Rainbow" Options. PART 4. AMERICAN-STYLE REAL OPTIONS. 10. More On Arbitrage Valuation in the Binomial Model: Early Exercise of Options, Convenience Yield, and Value Erosion. 11. The "Traditional" Look of Convenience Yield: An Option to Develop a Coal Mine. 12. Value Erosion that Triggers Early Exercise: An Option on a Tax Credit Investment at Koch Industries. 13. Optimal Abandonment Strategy: Closing a Money-Losing Foreign Subsidiary at Mead Johnson - An Application with Foreign Exchange Risk. 14. Delayed Response to Decisions: "Fab Shells" at Intel. 15. Multiple Choices: Optimal Pollution Compliance Strategy at the Southern Company. 16. Conclusion: What Else Can You Do?
Bibliography Includes bibliographical references and index
Subject Asset-backed financing.
Corporations -- Finance.
Options (Finance)
Options (Finance) -- Prices -- Mathematical models.
Options (Finance) -- Valuation -- Mathematical models.
Financial futures.
Valuation.
LC no. 2006906379
ISBN 0324259638
9780324259636
Other Titles Real options valuation