Options Analysis

Paradigm Shift - 2
Review Of The Blackscholes Model
Simplified Example Of Real Options In Action
Abandonment Options The Case Of The Manufacturer
About the author
Acknowledgments
Additional Praise for Real Options Analysis
Advanced Approaches To Real Options
Annualizing Volatility
Appendix 1b Schlumberger On Real Options In Oil And
Appendix 2b Discount Rate Versus Riskfree Rate
Appendix 5c Forecasting
Appendix 7f Reality Checks
Appendix 7g Applying Monte Carlo Simulation To Solve Real Options
Appendix 7INon Recombining Lattices
Appendix 9B Getting Started with Crystal Ball Monte Carlo Simulation
Applying Monte Carlo Simulation to Solve Real Options
Aw Intuitive Look At The Binomial Equations
Base Case Net Present Value Analysis
Behind the Scenes
Beta Distribution
Binomial Distribution
Binomial Lattices As A Discrete Simulation Of Uncertainty
Binomial Lattices as a Discrete Simulation of Uncertainty and Granularity Leads to Precision
Binomial Path Dependent and Market Replicating Portfolios
Black And Scholes Option Modeleuropean Version
Breakeven Analysis Amd Payback Periods
Call Delta
Call Gamma
Call Theta
Call Vega
CALL Xi
Case Study Barrier Options
Case Study Basic Blackscholes With Dividends
Case Study Changing Strikes
Case Study Changing Volatility
Case Study Closedform Compound Options
Case Study Compound Options
Case Study Option To Choose
Case Study Option To Contract
Case Study Option To Contract And Abandon
Case Study Option To Expand
Case Study Sequential Compound Option
Case Study Switching Option
Changing Strikes
Changing Volatility
Chapter - 2
Questions
Results Interpretation And Presentation
Chapter 10Results Interpretation and Presentation 3 - 2
Traditional Valuation Approaches 4 3 5
The Real Options Process 6 4 7
Behind The Scenes - 2 5 6
Real Options Model
Real Options Models 8
Advanced Options Problems 7
Exercises
Comparing Risk And Return Of Multiple Projects
Comparing Traditional Approaches With Real Options
Compound Options - 2
Computation - 2 3 4 5 6 7
Confidence Intervals
Constraints
Continuous versus Discrete Periodic Discounting
Creating And Solving A Customized Option Using The Software
Critical Steps In Performing Real Options Analysis
Critical Success Factors And Sensitivity Analysis
Decision Trees
Decision Variables
Definitions
Definitions of Variables - 2 3 4 5
Deterministic or Stochastic
Differential Equations for a Deterministic Case
Discount Rate Analysis
Discount Rate versus Risk Free Rate
Endof Period versus Beginningof Period Discounting
Exit Amd Abandonment Options
Expansion And Switching Options The Case Of The Oil And Gas Exploration And Production
Exponential Distribution
Extension To The Binomial Models
Extreme Value Distribution
Final Word
Forecast Statistics
Forecasting
Free Cash Flow Calculations
Frolicking In A Riskneutral World
Full Year versus Mid Year Convention
Gamma Distribution Erlang and Chi Square
Garch Approach
Gemplus on Real Options in High Tech RD
Generic Binomial Lattice Structure
Getting Started with Crystal Ball Monte Carlo Simulation
Hypergeometric Distribution
Impact To Bottom Line
In Oil and
In The Face Of Uncertainty
Intellectual Property Economics on Real Options in Patent and Intangible Valuation
Introduction - 2
Introduction and Critical Steps in Performing Real Options Analysis 3 4 5 6 7 8 9
Introduction To The Real Options Analysis Toolkit Software Cdrom 10 11
Issues To Consider
Latin Hypercube
Linear or Nonlinear
Logarithmic Cash Flow Returns Approach
Logarithmic Present Value Approach
Logistic Distribution
Lognormal Distribution
Management Assumption Approach
Market Proxy Approach
Minimizing Or Maximizing
Monte Carlo
Monte Carlo Simulation
Mowte Carlo Simulation
Multiple Linear Regression
Naiysis
Negative Binomial Distribution
Non Recombining Lattices
Normal Distribution
Objective
Optimal Trigger Values
Optimization - 2
Option To Abandon
Option To Choose
Option To Contract
Option To Expand
Other Key Points
Pareto Distribution
Poisson Distribution
Portfolio and Resource Optimization
Practical Issues Using Traditional Valuation Methodologies
Preface
Pricetoearnings Multiples Approach
Qualitative Management Screening
Real Options Analysis
Real Options Analysis Assumptions
Real Options Analysis Toolkit Software CDROM
Real Options Behind The Scenes
Real Options Financial Options Monte Carlo Simulation and Optimization
Real Options Modeling and Analysis - 2
Real Options Problem Framing
Real Options Risk Analysis
Requirements
Risk Analysis Amd Simulation On
Sample Business Cases Where Traditional Approaches Break Down
Selecting A Probability Distribution
Sensitivity Analysis with Delta Gamma Rho Theta Vega and Xi
Sequential Compound Option
Single State Static Binomial Example
Smirr And Snpv Consistency
Solving Timing Options Calculated Using Stochastic Optimization
Sprint on Real Options in Telecommunications
Stochastic Processes
Summary - 2 3 4 5 6 7 8
Summary Mathematical Characteristics Of Geometric Brownian Motions
Summary Mathematical Characteristics Of Jumpdiffusion Processes
Summary Mathematical Characteristics Of Meanreversion Processes
Summary of Articles
Summary Of The Results 9 10
Switching Options
Table of contents
Terminal Value
The Advanced Problems
The Case Of The Internet Startup
The Case Of The Operating System
The Case Of The Pharmaceutical Rd
The Evaluation Process
The Fundamental Essence of Real Options
The Fundamental Essence Of Real Options
The Look Amd Feel Of Uncertainty
The Real Options Solution
The Timken Company on Real Options in RD and Manufacturing
The Traditional Views
The Flawof Averages
Theoretical Ranges For Options
Timing Options
Toolkit Software Cdrom
Triangular Distribution
Trinomial Lattices
Understanding Probability Distributions
Update Analysis
Variable Requirements
Weibull Distribution Rayleigh Distribution
What Is An Optimization Model
What the Experts Are Saying
What The Experts Are Saying
Why Are Real Options Important
With Traditional Financial Analysis

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