Articoli correlati a A Stochastic Control Framework for Real Options in...

A Stochastic Control Framework for Real Options in Strategic Evaluation - Rilegato

Vollert, Alexander

 
9780817642587: A Stochastic Control Framework for Real Options in Strategic Evaluation
Rilegato
ISBN 10: 0817642587 ISBN 13: 9780817642587
Casa editrice: Birkhauser, 2002

Sinossi

Examines a method for classifying real options from both a management and a valuation approach.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

"The book is written in a quite self-contained manner, and gives a nice survey of the results on the subject, old and new. Many graphics are provided along with theoretical illustrations to help explain the materials throughout the book. Numerical analysis as well as simulation are also provided in Chapter 6, which is particularly useful for both academic researchers and real world practitioners. Various examples are provided in the book in order to show the potential of the new framework. ...Could also be used as a reference book or as a source of problems for stochastic controlists."

―Mathematical Reviews

"This book is devoted to developing both a stochastic control framework that is capable of dealing with complex real option interactions and a graphical decomposition method for real option models which can be transformed into numerical or analytical solution procedures."

―Zentralblatt Math

"The present book develops a framework of stochastic control for real options. The tools are stochastic impulse control systems leading to partial differential equations and variational inequalities. The book is particularly useful for readers interested in applications in management science."

―Monatshefte für Mathematik

 

 

 

Contenuti

Preface * Overview * An Introduction to Real Options * Real Options and Stochastic Control * Valuing Real Options in a Stochastic Control Framework * Extensions: Competition and Time Delay Effects * Case Study: Flexibility in the Manufacturing Industry * Conclusions and Extensions * Bibliography * Index

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Birkhauser
Data di pubblicazione
2002
Lingua
Inglese
ISBN 10 
0817642587
ISBN 13 
9780817642587
Rilegatura
Copertina rigida
Numero di pagine
266
Contatto del produttore
non disponibile
Persona responsabile
non disponibile