Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 611)
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Table of contents (6 chapters)
Keywords
About this book
Reviews
From the reviews:
“This book develops a modeling approach for dynamic investment problems where limited resources are allocated to interacting risky projects over time under the assumption that the market is complete and the agent is risk neutral. The author sets up the pricing model as a real options problem involving path-dependent (dis-) investment decisions. … this book provides an important reference for both the practitioners and academics in this field.” (Zhaojun Yang, Mathematical Reviews, Issue 2012 i)Authors and Affiliations
Bibliographic Information
Book Title: Portfolios of Real Options
Authors: Rainer Brosch
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-540-78299-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-78298-8Published: 11 April 2008
eBook ISBN: 978-3-540-78299-5Published: 29 March 2008
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XVI, 158
Number of Illustrations: 27 b/w illustrations
Topics: Finance, general, Economics, general, Quantitative Finance, Operations Research/Decision Theory