ISBN: | 1786305224 |
---|---|
ISBN: | 9781786305220 |
编目源: | YDX YDX OCLCQ YDXIT OCLCF |
个人名称: | Heller, David, |
题名: | Investment decision-making using optional models / David Heller. |
索书号: | F830.59/H477E |
载体形态: | xii, 175 pages : illustrations ; 25 cm. |
书目附注: | Includes bibliographical references and index. |
格式化内容附注: | 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. |