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Real options valuation, also often termed real options analysis, [1] (ROV or ROA) applies option valuation techniques to capital budgeting decisions. [2] A real option itself, is the right—but not the obligation—to undertake certain business initiatives, such as deferring, abandoning, expanding, staging, or contracting a capital investment project. [3]
The Plano Real (" Real Plan", [1] in English) was a set of measures taken to stabilize the Brazilian economy in 1994, during the presidency of Itamar Franco. Its architects were led by the Minister of Finance and succeeding president Fernando Henrique Cardoso. The Plano Real was based on an analysis of the root causes of hyperinflation in the ...
Lenos Trigeorgis. Lenos Trigeorgis is the Bank of Cyprus Chair Professor of Finance in the School of Economics and Management, University of Cyprus. [1] He is considered a leading authority on capital budgeting and strategy, [2] having pioneered the field of real options, [3] and having authored several books on related topics.
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting.
Lattice model (finance) Binomial Lattice for equity, with CRR formulae. Tree for an (embedded) bond option returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly. In finance, a lattice model[1] is a technique applied to the valuation of derivatives, where a discrete time ...
The fuzzy pay-off method for real option valuation ( FPOM or pay-off method) [1] is a method for valuing real options, developed by Mikael Collan, Robert Fullér, and József Mezei; and published in 2009. It is based on the use of fuzzy logic and fuzzy numbers for the creation of the possible pay-off distribution of a project (real option).
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The Annual International Conference on Real Options: Theory Meets Practice is a yearly conference organized by the Real Options Group in cooperation with various top universities. Its stated aim is to "bring together academics and practitioners at the forefront of real options and investment under uncertainty to discuss recent developments and ...