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Real Options: A Practitioner's Guide

Published 30 March 2001Open access
Thomas E. Copeland, Vladimir Antikarov
Citations1,055
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Abstract

Part I 1. Getting started 2. The change process 3. Net present value 4. Comparing net present value, decision trees and real options Part II 5. Numerical methods for simple options 6. Compound and switching options 7. Going from one step per time period to many 8. A four-step process for valuing real options 9. Estimating volatility: Consolidated approach 10. Keeping uncertainties separate 11. Case examples 12. Final thoughts and unfinished business

Keywords

Economics, Econometrics and Finance