A Stochastic Control Framework for Real Options in Strategic Evaluation

Vollert, Alexander

ISBN 10: 146127401X ISBN 13: 9781461274018

Edit� par Birkhäuser, 2011

Neuf(s) Couverture souple

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The mathematical theory of finance, involves a stochastic framework in which the theory of real options can serve as a tool for practically oriented decision making in the face of uncertainty. This book examines a new framework for classifying real options from a management and a valuation perspective, giving the advantages and disadvantages of the approach. Impulse control theory and the theory of optimal stopping are used to construct arbitrarily complex real option models that can be solved numerically and yield optimal capital market strategies and values. Various examples demonstrate the potential of this framework.

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Titre : A Stochastic Control Framework for Real ...
�diteur : Birkh�user
Date d'�dition : 2011
Reliure : Couverture souple
Etat : New

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Alexander Vollert

Edit� par Birkh�user Boston, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The theoretical foundation for real options goes back to the mid 1980s and the development of a model that forms the basis for many current applications of real option theory. Over the last decade the theory has rapidly expanded and become enriched thanks t. N� de r�f. du vendeur 4190021

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Alexander Vollert

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ISBN 10 : 146127401X ISBN 13 : 9781461274018

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Vollert, Alexander

Edit� par Birkh�user, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

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Stochastic Control Framework for Real Options in Strategic Evaluation

Vollert, Alexander

Edit� par Birkh�user, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Alexander Vollert

Edit� par Birkh�user Boston, Birkh�user Boston Okt 2011, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

Neuf Taschenbuch

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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -The theoretical foundation for real options goes back to the mid 1980sand the development of a model that forms the basis for many currentapplications of real option theory. Over the last decade the theoryhas rapidly expanded and become enriched thanks to increasing researchactivity. Modern real option theory may be used for the valuation ofentire companies as well as for particular investment projects in thepresence of uncertainty. As such, the theory of real options can serveas a tool for more practically oriented decision making, providingmanagement with strategies maximizing its capital market value.This book is devoted to examining a new framework for classifying realoptions from a management and a valuation perspective, giving theadvantages and disadvantages of the real option approach. Impulsecontrol theory and the theory of optimal stopping combined withmethods of mathematical finance are used to construct arbitrarilycomplex real option models which can be solved numerically and whichyield optimal capital market strategies and values. Various examplesare given to demonstrate the potential of this framework.This work will benefit the financial community, companies, as well asacademics in mathematical finance by providing an important extensionof real option research from both a theoretical and practical point ofview.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 288 pp. Englisch. N� de r�f. du vendeur 9781461274018

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Alexander Vollert

Edit� par Birkh�user Boston Okt 2011, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

Neuf Taschenbuch

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The theoretical foundation for real options goes back to the mid 1980sand the development of a model that forms the basis for many currentapplications of real option theory. Over the last decade the theoryhas rapidly expanded and become enriched thanks to increasing researchactivity. Modern real option theory may be used for the valuation ofentire companies as well as for particular investment projects in thepresence of uncertainty. As such, the theory of real options can serveas a tool for more practically oriented decision making, providingmanagement with strategies maximizing its capital market value.This book is devoted to examining a new framework for classifying realoptions from a management and a valuation perspective, giving theadvantages and disadvantages of the real option approach. Impulsecontrol theory and the theory of optimal stopping combined withmethods of mathematical finance are used to construct arbitrarilycomplex real option models which can be solved numerically and whichyield optimal capital market strategies and values. Various examplesare given to demonstrate the potential of this framework.This work will benefit the financial community, companies, as well asacademics in mathematical finance by providing an important extensionof real option research from both a theoretical and practical point ofview. 288 pp. Englisch. N� de r�f. du vendeur 9781461274018

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Vollert, Alexander

Edit� par Birkhauser 2011-10, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

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A Stochastic Control Framework for Real Options in Strategic Evaluation

Alexander Vollert

Edit� par Birkh�user Boston, Birkh�user Boston, 2011

ISBN 10 : 146127401X ISBN 13 : 9781461274018

Neuf Taschenbuch

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The theoretical foundation for real options goes back to the mid 1980sand the development of a model that forms the basis for many currentapplications of real option theory. Over the last decade the theoryhas rapidly expanded and become enriched thanks to increasing researchactivity. Modern real option theory may be used for the valuation ofentire companies as well as for particular investment projects in thepresence of uncertainty. As such, the theory of real options can serveas a tool for more practically oriented decision making, providingmanagement with strategies maximizing its capital market value.This book is devoted to examining a new framework for classifying realoptions from a management and a valuation perspective, giving theadvantages and disadvantages of the real option approach. Impulsecontrol theory and the theory of optimal stopping combined withmethods of mathematical finance are used to construct arbitrarilycomplex real option models which can be solved numerically and whichyield optimal capital market strategies and values. Various examplesare given to demonstrate the potential of this framework.This work will benefit the financial community, companies, as well asacademics in mathematical finance by providing an important extensionof real option research from both a theoretical and practical point ofview. N� de r�f. du vendeur 9781461274018

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