Download Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice PDF Free - Full Version
Download Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice by Marcus Schulmerich (auth.) in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About 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 interest rates stochastically. Real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates. All necessary theory is provided in the book. The analyses were conducted using a proprietary computer simulation program. All results are explained in detail and rules are derived for application in Corporate Finance practice. The major change in this second edition is the expanded number of tested scenarios. The second edition contains an expanded number of tested scenarios covering the time period of the financial crisis 2008, one of the worst stock market crashes in history. The findings confirm the results provided in the first edition.
Detailed Information
| Author: | Marcus Schulmerich (auth.) |
|---|---|
| Publication Year: | 2010 |
| ISBN: | 9783642126611 |
| Pages: | 407 |
| Language: | English |
| File Size: | 7.559 |
| Format: | |
| Price: | FREE |
Safe & Secure Download - No registration required
Why Choose PDFdrive for Your Free Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice Download?
- 100% Free: No hidden fees or subscriptions required for one book every day.
- No Registration: Immediate access is available without creating accounts for one book every day.
- Safe and Secure: Clean downloads without malware or viruses
- Multiple Formats: PDF, MOBI, Mpub,... optimized for all devices
- Educational Resource: Supporting knowledge sharing and learning
Frequently Asked Questions
Is it really free to download Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice PDF?
Yes, on https://PDFdrive.to you can download Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice by Marcus Schulmerich (auth.) completely free. We don't require any payment, subscription, or registration to access this PDF file. For 3 books every day.
How can I read Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice on my mobile device?
After downloading Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice PDF, you can open it with any PDF reader app on your phone or tablet. We recommend using Adobe Acrobat Reader, Apple Books, or Google Play Books for the best reading experience.
Is this the full version of Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice?
Yes, this is the complete PDF version of Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice by Marcus Schulmerich (auth.). You will be able to read the entire content as in the printed version without missing any pages.
Is it legal to download Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice PDF for free?
https://PDFdrive.to provides links to free educational resources available online. We do not store any files on our servers. Please be aware of copyright laws in your country before downloading.
The materials shared are intended for research, educational, and personal use in accordance with fair use principles.
