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...

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Main Author: Schulmerich, Marcus.
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language: English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
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