Similar Search Results

Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal

Samis, Michael; Davis, Graham A. - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 264-281

Persistent link: https://www.econbiz.de/10010476913

Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets

Karagiannidis, Iordanis; Wilford, D. S. - In: Review of financial economics : RFE 25 (2015), pp. 19-26

Persistent link: https://www.econbiz.de/10011498207

Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques

Mun, Johnathan - 2006

Persistent link: https://www.econbiz.de/10003212058

A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil

Argento, Pedro; Klotzle, Marcelo Cabus; Pinto, Antônio … - In: International journal of energy sector management 16 (2022) 3, pp. 448-468

Persistent link: https://www.econbiz.de/10013345666

Monte Carlo : methodologies and applications for pricing and risk management

Dupire, Bruno (ed.) - 1998

Persistent link: https://www.econbiz.de/10013552067

Project finance with limited recourse : an option pricing approach to debt capacity and project risk

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of structured finance 13 (2007/08) 3, pp. 97-104

Persistent link: https://www.econbiz.de/10003862378

Valuing callable and putable revenue-performance-linked project backed securities

Dong, Feng; Chiara, Nicola; Večeř, Jan - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 751-765

Persistent link: https://www.econbiz.de/10008904334

Measuring infrastructure investment option value

Power, Gabriel J.; Tandja M., Charli D.; Bastien, Josée; … - In: Journal of risk finance : the convergence of financial … 16 (2015) 1, pp. 49-72

Persistent link: https://www.econbiz.de/10010513368

Call options and liquidation in commercial mortgage financing

Brown, David T. - In: Real estate economics : journal of the American Real … 30 (2002) 1, pp. 115-136

Persistent link: https://www.econbiz.de/10001683244

A real options perspective on R&D portfolio diversification

Bekkum, Sjoerd van; Pennings, Enrico; Smit, Han T. J. - 2008

This paper shows that the presence of conditional staging in R&D (Research & Development) has a critical impact on portfolio risk, and changes diversification arguments when a portfolio is constructed. When R&D projects exhibit option-like characteristics, correlation between projects plays a...

Persistent link: https://www.econbiz.de/10011373815

1
2
3
4
5
6
7
8
9
10
Next
Last