Perpetual Option Pricing Revision of the NPV Rule, Application in C++

Autor:	Ferguson, Andy
Rok vydání:	2015
Zdroj:	All Graduate Plan B and other Reports
Popis:	The typical NPV rule lacks the option embedded value of taking on the project in question. The time in which we take on the project is this embedded option. I present the methodology for examples used in the Perpetual Option Pricing Program which are presented by Robert McDonald in his book, "Derivatives Markets". Refer to chapter 17.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95fea1396c18978a59dfc863c71b27ed https://digitalcommons.usu.edu/context/gradreports/article/1492/viewcontent/2015_Ferguson_Andrew.pdf Zobrazit plný text záznamu