Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

ARCHITECTURE --- TOITS --- OUVRAGES ILLUSTRES --- ALLEMAGNE --- ARCHITECTURE --- TOITS --- OUVRAGES ILLUSTRES --- ALLEMAGNE

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The Author shows that modelling the uncertain cash flow dynamics of an investment project deserves careful attention in real options valuation. Focusing on the case of commodity price uncertainty, a broad empirical study reveals that, contrary to common assumptions, prices are often non-stationary and exhibit non-normally distributed returns. Subsequently, more realistic stochastic volatility, jump diffusion, and Lévy processes are evaluated in the context of a stylised investment project. The valuation results suggest that stochastic process choice can have substantial implications for valuation results and optimal investment rules.    Contents Empirical Analysis of Statistical Commodity Price Properties Stochastic Volatility, Jump Diffusion, and Lévy Processes Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method Target Groups Researchers and students in the field of Finance, Operations Research, and Management Professionals in the field of Corporate Finance / Operations Research / Consulting The Author Max Schöne is a Ph.D. student at the WHU – Otto Beisheim School of Management with a research focus on real options valuation and decision making under uncertainty.

Economics/Management Science. --- Finance/Investment/Banking. --- Management/Business for Professionals. --- Operation Research/Decision Theory. --- Economics. --- Industrial management. --- Operations research. --- Economie politique --- Gestion d'entreprise --- Recherche opérationnelle --- Finance --- Business & Economics --- Finance - General --- Banking --- Investment & Speculation --- Prices. --- Value. --- Standard of value --- Commercial products --- Commodity prices --- Justum pretium --- Price theory --- Prices --- Finance. --- Management. --- Decision making. --- Finance, general. --- Cost --- Economics --- Exchange --- Wealth --- Supply and demand --- Consumption (Economics) --- Costs, Industrial --- Money --- Cost and standard of living --- Value --- Wages --- Willingness to pay --- Operations Research/Decision Theory. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Administration --- Industrial relations --- Organization --- Funding --- Funds --- Currency question --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Decision making

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Color. --- Goethe, Johann Wolfgang von, --- Philosophy. --- Religion. --- Knowledge --- Science. --- Goethe, Johann Wolfgang von --- Couleurs, theorie

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

792.036 <43> --- 792.036 --- Modern theater--Duitsland voor 1945 en na 1989 --- Modern theater --- Theater --- History --- 792.036 Modern theater --- 792.036 <43> Modern theater--Duitsland voor 1945 en na 1989

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Goethe, Johann Wolfgang von, --- Criticism and interpretation. --- Goethe, von, Johann Wolfgang --- von Goethe, Johann Wolfgang --- Hete, Johann Vol'fhanh --- Gete, Iogann Vol'fgang --- Goethe, Johann Wolfgang von --- ゲーテ --- Criticism and interpretation --- Goethe, Johann Wolfgang --- Von Goethe, Johann Wolfgang, --- Gete, Volʹfgang, --- Ko-tê, --- Gede, --- Gete, Jogann, --- Gette, --- Gʹote, Ĭokhan Volʹfgang, --- Jūtah, Yūhān Fūlfjānj, --- Goethe, J. W. --- Jītī, --- Gete, V. --- Koetʻe, --- Goetʻe, --- Getė, --- Goethe, --- Gkaite, --- Gitah, Y. Ṿ., --- Goethe, Jan Wolfgang, --- Gëte, Iogann Volʹfgang, --- Göte, --- Gyoete, --- Goethe, W. v. --- Fon-Geteh, Ṿ. --- Geteh, Yohan Ṿolfgang Fon-, --- Giteh, Yohan Ṿolfgang Fon-, --- Gete, Johan Volfgang, --- Hete, Ĭ. V. --- Kēōtʻē, Volfkank, --- Katē, --- Katē, Yōkān̲ Vulpkēṅk Vān̲, --- Гете, Иоганн Вольфганг, --- Qöte, Y. V. --- Qöte, Yohan Volfqanq, --- גטה --- גטה, יוהאן וולפגנג פון, --- גטה, י.ו --- גיתה --- גיתה, יוהאן וולפאנג פון --- גיתה, יוהאן וולפגנג פון, --- גיתה, יוהן וולפגאנג וון, --- גיתה, יוהן וולפגנג פון, --- גיתה, יוהן וולפגנג, --- געטהע --- געטהע, יאהאן וואלפגאנג --- געטהע, יאהאן וואלפגאנג פון, --- געטהע, יאהאן װאלפגאנג, --- געטהע, י. וו --- געטהע, י. וו. פאן --- געטהע, י. װ., --- געטהע, י.װ --- געטע, װ.פ --- גתה, וו --- גתה, יוהן וולפגאנג ון, --- גתה, יוהן וולפגנג --- י. וו. געטהע --- جوته --- گوته، يوهان ولفگانگ ون --- 歌德, --- Goethe --- Von Goethe, Johann Wolfgang --- Gete, Volʹfgang --- Ko-tê --- Gede --- Gete, Jogann --- Gette --- Gʹote, Ĭokhan Volʹfgang --- Jūtah, Yūhān Fūlfjānj --- Jītī --- Koetʻe --- Goetʻe --- Gkaite --- Gitah, Y. Ṿ. --- Goethe, Jan Wolfgan, --- Gëte, Iogann Volʹfgang --- Göte --- Gyoete --- Geteh, Yohan Ṿolfgang Fon --- -Giteh, Yohan Ṿolfgang Fon --- -Gete, Johan Volfgang --- Kēōtʻē, Volfkank --- Katē --- Katē, Yōkān̲ Vulpkēṅk Vān̲ --- Гете, Иоганн Вольфганг --- Qöte, Yohan Volfqanq --- ゲエテ --- Goethe, Johann Wolfgang von, - 1749-1832 - Criticism and interpretation --- Goethe, Johann Wolfgang von, - 1749-1832