Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /

This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interes...

Full description

Main Author: Schulmerich, Marcus.
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language: English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-642-12662-8
Tags: Add Tag
No Tags, Be the first to tag this record!