Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Aug 10

Real Option Models in Valuation

Posted by abiao at 09:03 | Code » VBA/Excel | Comments(0) | Reads(7727)
Real Option good example in Corporate Finance    

      This example approximates the economic value of the option to extend in an investing project. it can also be used to appraise the value of strategic options.
      This example calculates the value of the option to postpone an investment project.
      This example estimates the value of fiscal tractability, i.e, the sustenance of extra debt capability or back-up funding.
      This example estimates the value of the option to give up a project or investment.

Real Option Models in Valuation  

      A example that applies option pricing to measure the equity in a company; most well suitable for largely levered firms in trouble.
      A model that applies option pricing to evaluate a natural resource firm; useful for measuring oil or mining companies.
      A model that applies option pricing to appraise a product patent or option; useful for valuing the patents that a company may declare.


http://pages.stern.nyu.edu/~adamodar/New_Home_Page/spreadsh.htm#optincf
wiki(Real option)


Add a comment
Emots
Enable HTML
Enable UBB
Enable Emots
Hidden
Remember
Nickname   Password   Optional
Site URI   Email   [Register]