Investment decision-making using optional models / David Heller.
| Author/creator | Heller, David |
| Format | Electronic |
| Publication Info | London, UK : ISTE, Ltd. ; Hoboken, NJ, USA : WILEY, 2019. |
| Description | xii, 175 pages : illustrations ; 25 cm |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Subjects |
| Series | Modern finance, management innovation and economic growth set ; volume 2 Innovation, entrepreneurship and management series Innovation, entrepreneurship and management series. ^A1287601 |
| Contents | Risk and Flexibility Integration in Valuation -- Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest -- Data Generation Applied to Strategic and Operational Option Models -- Conclusion -- Appendices. Demonstration of the CRR Formula -- Stochastic Differential Calculus -- Test of the Black and Scholes Formula and Return on the Log-Normal Distribution -- Demonstration of the Black and Scholes Formula. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2019948429 |
| ISBN | 1786305224 (hardcover) |
| ISBN | 9781786305220 (hardcover) |
| ISBN | (electronic book) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |