Real options analysis: tools and techniques for valuing strategic investments and decisions
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
2006
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Wiley finance
|
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents only Contributor biographical information Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 633-644) and index |
| Beschreibung: | XXXI, 667 S. graph. Darst. 1 CD-ROM |
| Format: | System requirements for accompanying CD-ROM: BM PC or compatible computer with Pentium III or higher processor; 128 MB RAM; CD-ROM drive, SVGA monitor with 256 color; Excel, XP, 2003, or later; Windows 2000, ME, XP, or higher; an Internet connection is required to install the software. |
| ISBN: | 9780471747482 0471747483 |
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| 245 | 1 | 0 | |a Real options analysis |b tools and techniques for valuing strategic investments and decisions |c Johnathan Mun |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Hoboken, New Jersey |b Wiley |c 2006 | |
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| 490 | 0 | |a Wiley finance | |
| 500 | |a Includes bibliographical references (p. 633-644) and index | ||
| 538 | |a System requirements for accompanying CD-ROM: BM PC or compatible computer with Pentium III or higher processor; 128 MB RAM; CD-ROM drive, SVGA monitor with 256 color; Excel, XP, 2003, or later; Windows 2000, ME, XP, or higher; an Internet connection is required to install the software. | ||
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Datensatz im Suchindex
| _version_ | 1804137662801510400 |
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| adam_text | Titel: Real options analysis
Autor: Mun, Johnathan
Jahr: 2006
Contents
List of Figures xxi
Chapter Summaries 1
Chapter 1: A New Paradigm? 1
Chapter 2: Traditional Valuation Approaches 3
Chapter 3: Real Options Analysis 3
Chapter 4: The Real Options Process 5
Chapter 5: Real Options, Financial Options, Monte Carlo
Simulation, and Optimization 5
Chapter 6: Behind the Scenes 6
Chapter 7: Real Options Models 7
Chapter 8: Additional Issues in Real Options 8
Chapter 9: Introduction to the Real Options Valuation s Super
Lattice Solver Software and Risk Simulator Software 8
Chapter 10: Real Options Valuation Application Cases 9
Chapter 11: Real Options Case Studies 9
Chapter 12: Results Interpretation and Presentation 10
PUT ONE
Theory
CHAPTER 1
A New Paradigm? 15
Introduction 15
A Paradigm Shift 15
Expansion and Compound Options: The Case of the
Operating System 17
Expansion Options: The Case of the E-Business Initiative 20
Expansion and Sequential Options: The Case of the
Pharmaceutical R D 22
Expansion and Switching Options: The Case of the
Oil and Gas Exploration and Production 23
Abandonment Options: The Case of the Manufacturer 26
xiii
xvi CONTENTS
Option to Expand 167
Option to Contract 170
Option to Choose 174
Simultaneous Compound Options 177
Changing Strikes 180
Changing Volatility 182
Sequential Compound Option 184
Extension to the Binomial Models 187
Summary 188
Chapter 7 Questions 188
Appendix 7A Volatility Estimates 190
Logarithmic Cash Flow Returns Stock Price Returns
Approach 191
Logarithmic Present Value Returns Approach 197
GARCH Approach 203
Management Assumption Approach 204
Market Proxy Approach 211
Volatility versus Probability of Technical Success 211
Appendix 7B Black-Scholes in Action 213
Appendix 7C Binomial Path-Dependent and
Market-Replicating Portfolios 215
Appendix 7D Single-State Static Binomial Example 221
Differential Equations 221
Optimal Trigger Values 225
Appendix 7E Sensitivity Analysis with Delta, Gamma, Rho,
Theta, Vega, and Xi 227
Call Delta 228
Call Gamma 229
Call Rho 229
Call Theta 229
Call Vega 230
Call Xi 231
Appendix 7F Reality Checks 232
Theoretical Ranges for Options 232
SMIRR and SNPV Consistency 232
Minimax Approach 233
Implied Volatility Test 233
Appendix 7G Applying Monte Carlo Simulation to Solve
Real Options 235
Applying Monte Carlo Simulation to Obtain a
Real Options Result 235
Applying Monte Carlo Simulation to Obtain a Range of
Real Options Values 239
Contents xvii
Appendix 7H Trinomial Lattices 242
Appendix 71 Nonrecombining Lattices 244
CHAPTER 8
Additional issues in Real Options 255
Introduction 255
Project Ranking, Valuation, and Selection 255
Decision Trees 256
Exit and Abandonment Options 259
Compound Options 260
Timing Options 260
Solving Timing Options Calculated Using
Stochastic Optimization 262
Switching Options 267
Summary 271
Chapter 8 Questions 271
Appendix 8A Stochastic Processes 272
Summary Mathematical Characteristics of
Geometric Brownian Motions 272
Summary Mathematical Characteristics of
Mean-Reversion Processes 273
Summary Mathematical Characteristics of
Barrier Long-Run Processes 273
Summary Mathematical Characteristics of
Jump-Diffusion Processes 274
Appendix 8B Differential Equations for a Deterministic
Case 275
Appendix 8C Exotic Options Formulae 278
Black and Scholes Option Model?European Version 278
Black and Scholes with Drift (Dividend)?
European Version 279
Black and Scholes with Future Payments?
European Version 279
Chooser Options (Basic Chooser) 280
Complex Chooser 281
Compound Options on Options 282
Exchange Asset for Asset Option 283
Fixed Strike Look-Back Option 284
Floating Strike Look-Back Options 285
Forward Start Options 287
Generalized Black-Scholes Model 287
Options on Futures 288
Spread Option 289
xviii CONTENTS
Discrete Time Switch Options 290
Two-Correlated-Assets Option 290
PART THREE
Software Applications
CHAPTER 9
Introduction to the Real Options Valuation s Super Lattice
Software and Risk Simulator Software 295
Introduction to the Super Lattice Solver Software 296
Single Super Lattice Solver 297
Multiple Super Lattice Solver 305
Multinomial Lattice Solver 307
SLS Excel Solution (SSLS, MSLS, and Changing Volatility
Models in Excel) 309
SLS Functions 311
Lattice Maker 314
Introduction to the Risk Simulator Software 315
Monte Carlo Simulation 316
Forecasting 331
Optimization 343
Appendix 9A Financial Options 348
Definitions 348
Black-Scholes Model 349
Other Key Points 349
Appendix 9B Probability Distributions for
Monte Carlo Simulation 351
Understanding Probability Distributions 351
Selecting a Probability Distribution 353
Monte Carlo Simulation 353
Probability Density Functions, Cumulative Distribution
Functions, and Probability Mass Functions 354
Discrete Distributions 355
Continuous Distributions 362
Appendix 9C Forecasting 375
Time-Series Forecasting 375
Multiple Linear Regression 376
Appendix 9D Optimization 377
What Is an Optimization Model? 377
Decision Variables 380
Constraints 380
Objective 381
Requirements 382
Types of Optimization Models 383
Contents xix
CHAPTER 10
Real Options Valuation Application Cases 385
American, European, Bermudan, and Customized
Abandonment Option 386
American, European, Bermudan, and Customized
Contraction Option 396
American, European, Bermudan, and Customized
Expansion Option 403
Contraction, Expansion, and Abandonment Option 409
Basic American, European, and Bermudan Call Options 414
Basic American, European, and Bermudan Put Options 415
Exotic Chooser Options 419
Sequential Compound Options 421
Multiple-Phased Sequential Compound Option 424
Customized Sequential Compound Options 426
Path-Dependent, Path-Independent, Mutually Exclusive,
Nonmutually Exclusive, and Complex Combinatorial
Nested Options 428
Simultaneous Compound Option 430
American and European Options Using Trinomial Lattices 432
American and European Mean-Reversion Option Using
Trinomial Lattices 434
Jump-Diffusion Option Using Quadranomial Lattices 436
Dual-Variable Rainbow Option Using Pentanomial Lattices 438
American and European Lower Barrier Options 440
American and European Upper Barrier Option 443
American and European Double Barrier Options
and Exotic Barriers 446
American ESO with Vesting Period 449
Changing Volatilities and Risk-free Rates Options 449
American ESO with Suboptimal Exercise Behavior 452
American ESO with Vesting and Suboptimal Exercise Behavior 453
American ESO with Vesting, Suboptimal Exercise Behavior,
Blackout Periods, and Forfeiture Rate 455
CHAPTER 11
Real Options Case Studies 459
Case 1: High-Tech Manufacturing? Build or Buy Decision
with Real Options 459
Case 2: Financial Options?Convertible Warrants with a
Vesting Period and Put Protection 467
Case 3: Pharmaceutical Development?Value of Perfect
Information and Optimal Trigger Values 473
xx CONTENTS
Case 4: Oil and Gas?Farm Outs, Options to Defer, and
Value of Information 476
Case 5: Valuing Employee Stock Options Under 2004 FAS 123 478
Case 6: Integrated Risk Analysis Model?How to Combine
Simulation, Forecasting, Optimization, and Real Options
Analysis into a Seamless Risk Model 527
Case 7: Biopharmaceutical Industry?Valuing Strategic
Manufacturing Flexibility 547
Case 8: Alternative Uses for a Proposed Real Estate
Development?A Strategic Value Appraisal 557
Case 9: Naval Special Warfare Group One s Mission
Support Center Case 568
CHAPTER 12
Results Interpretation and Presentation 581
Introduction 581
Comparing Real Options Analysis with Traditional
Financial Analysis 582
The Evaluation Process 585
Summary of the Results 588
Comparing across Different-Sized Projects 589
Comparing Risk and Return of Multiple Projects 590
Impact to Bottom Line 594
Critical Success Factors and Sensitivity Analysis 595
Risk Analysis and Simulation on NPV 596
Break-Even Analysis and Payback Periods 597
Discount Rate Analysis 598
Real Options Analysis Assumptions 599
Real Options Analysis 600
Real Options Risk Analysis 602
The Next Steps 602
Summary 604
Chapter 12 Questions 604
Appendix 12A: Summary of Articles 606
Case Studies and Problems in Real Options 815
Answer to Chapter Questions 625
Notes 633
About the CD-ROM 645
Index 649
|
| adam_txt |
Titel: Real options analysis
Autor: Mun, Johnathan
Jahr: 2006
Contents
List of Figures xxi
Chapter Summaries 1
Chapter 1: A New Paradigm? 1
Chapter 2: Traditional Valuation Approaches 3
Chapter 3: Real Options Analysis 3
Chapter 4: The Real Options Process 5
Chapter 5: Real Options, Financial Options, Monte Carlo
Simulation, and Optimization 5
Chapter 6: Behind the Scenes 6
Chapter 7: Real Options Models 7
Chapter 8: Additional Issues in Real Options 8
Chapter 9: Introduction to the Real Options Valuation's Super
Lattice Solver Software and Risk Simulator Software 8
Chapter 10: Real Options Valuation Application Cases 9
Chapter 11: Real Options Case Studies 9
Chapter 12: Results Interpretation and Presentation 10
PUT ONE
Theory
CHAPTER 1
A New Paradigm? 15
Introduction 15
A Paradigm Shift 15
Expansion and Compound Options: The Case of the
Operating System 17
Expansion Options: The Case of the E-Business Initiative 20
Expansion and Sequential Options: The Case of the
Pharmaceutical R D 22
Expansion and Switching Options: The Case of the
Oil and Gas Exploration and Production 23
Abandonment Options: The Case of the Manufacturer 26
xiii
xvi CONTENTS
Option to Expand 167
Option to Contract 170
Option to Choose 174
Simultaneous Compound Options 177
Changing Strikes 180
Changing Volatility 182
Sequential Compound Option 184
Extension to the Binomial Models 187
Summary 188
Chapter 7 Questions 188
Appendix 7A Volatility Estimates 190
Logarithmic Cash Flow Returns Stock Price Returns
Approach 191
Logarithmic Present Value Returns Approach 197
GARCH Approach 203
Management Assumption Approach 204
Market Proxy Approach 211
Volatility versus Probability of Technical Success 211
Appendix 7B Black-Scholes in Action 213
Appendix 7C Binomial Path-Dependent and
Market-Replicating Portfolios 215
Appendix 7D Single-State Static Binomial Example 221
Differential Equations 221
Optimal Trigger Values 225
Appendix 7E Sensitivity Analysis with Delta, Gamma, Rho,
Theta, Vega, and Xi 227
Call Delta 228
Call Gamma 229
Call Rho 229
Call Theta 229
Call Vega 230
Call Xi 231
Appendix 7F Reality Checks 232
Theoretical Ranges for Options 232
SMIRR and SNPV Consistency 232
Minimax Approach 233
Implied Volatility Test 233
Appendix 7G Applying Monte Carlo Simulation to Solve
Real Options 235
Applying Monte Carlo Simulation to Obtain a
Real Options Result 235
Applying Monte Carlo Simulation to Obtain a Range of
Real Options Values 239
Contents xvii
Appendix 7H Trinomial Lattices 242
Appendix 71 Nonrecombining Lattices 244
CHAPTER 8
Additional issues in Real Options 255
Introduction 255
Project Ranking, Valuation, and Selection 255
Decision Trees 256
Exit and Abandonment Options 259
Compound Options 260
Timing Options 260
Solving Timing Options Calculated Using
Stochastic Optimization 262
Switching Options 267
Summary 271
Chapter 8 Questions 271
Appendix 8A Stochastic Processes 272
Summary Mathematical Characteristics of
Geometric Brownian Motions 272
Summary Mathematical Characteristics of
Mean-Reversion Processes 273
Summary Mathematical Characteristics of
Barrier Long-Run Processes 273
Summary Mathematical Characteristics of
Jump-Diffusion Processes 274
Appendix 8B Differential Equations for a Deterministic
Case 275
Appendix 8C Exotic Options Formulae 278
Black and Scholes Option Model?European Version 278
Black and Scholes with Drift (Dividend)?
European Version 279
Black and Scholes with Future Payments?
European Version 279
Chooser Options (Basic Chooser) 280
Complex Chooser 281
Compound Options on Options 282
Exchange Asset for Asset Option 283
Fixed Strike Look-Back Option 284
Floating Strike Look-Back Options 285
Forward Start Options 287
Generalized Black-Scholes Model 287
Options on Futures 288
Spread Option 289
xviii CONTENTS
Discrete Time Switch Options 290
Two-Correlated-Assets Option 290
PART THREE
Software Applications
CHAPTER 9
Introduction to the Real Options Valuation's Super Lattice
Software and Risk Simulator Software 295
Introduction to the Super Lattice Solver Software 296
Single Super Lattice Solver 297
Multiple Super Lattice Solver 305
Multinomial Lattice Solver 307
SLS Excel Solution (SSLS, MSLS, and Changing Volatility
Models in Excel) 309
SLS Functions 311
Lattice Maker 314
Introduction to the Risk Simulator Software 315
Monte Carlo Simulation 316
Forecasting 331
Optimization 343
Appendix 9A Financial Options 348
Definitions 348
Black-Scholes Model 349
Other Key Points 349
Appendix 9B Probability Distributions for
Monte Carlo Simulation 351
Understanding Probability Distributions 351
Selecting a Probability Distribution 353
Monte Carlo Simulation 353
Probability Density Functions, Cumulative Distribution
Functions, and Probability Mass Functions 354
Discrete Distributions 355
Continuous Distributions 362
Appendix 9C Forecasting 375
Time-Series Forecasting 375
Multiple Linear Regression 376
Appendix 9D Optimization 377
What Is an Optimization Model? 377
Decision Variables 380
Constraints 380
Objective 381
Requirements 382
Types of Optimization Models 383
Contents xix
CHAPTER 10
Real Options Valuation Application Cases 385
American, European, Bermudan, and Customized
Abandonment Option 386
American, European, Bermudan, and Customized
Contraction Option 396
American, European, Bermudan, and Customized
Expansion Option 403
Contraction, Expansion, and Abandonment Option 409
Basic American, European, and Bermudan Call Options 414
Basic American, European, and Bermudan Put Options 415
Exotic Chooser Options 419
Sequential Compound Options 421
Multiple-Phased Sequential Compound Option 424
Customized Sequential Compound Options 426
Path-Dependent, Path-Independent, Mutually Exclusive,
Nonmutually Exclusive, and Complex Combinatorial
Nested Options 428
Simultaneous Compound Option 430
American and European Options Using Trinomial Lattices 432
American and European Mean-Reversion Option Using
Trinomial Lattices 434
Jump-Diffusion Option Using Quadranomial Lattices 436
Dual-Variable Rainbow Option Using Pentanomial Lattices 438
American and European Lower Barrier Options 440
American and European Upper Barrier Option 443
American and European Double Barrier Options
and Exotic Barriers 446
American ESO with Vesting Period 449
Changing Volatilities and Risk-free Rates Options 449
American ESO with Suboptimal Exercise Behavior 452
American ESO with Vesting and Suboptimal Exercise Behavior 453
American ESO with Vesting, Suboptimal Exercise Behavior,
Blackout Periods, and Forfeiture Rate 455
CHAPTER 11
Real Options Case Studies 459
Case 1: High-Tech Manufacturing? Build or Buy Decision
with Real Options 459
Case 2: Financial Options?Convertible Warrants with a
Vesting Period and Put Protection 467
Case 3: Pharmaceutical Development?Value of Perfect
Information and Optimal Trigger Values 473
xx CONTENTS
Case 4: Oil and Gas?Farm Outs, Options to Defer, and
Value of Information 476
Case 5: Valuing Employee Stock Options Under 2004 FAS 123 478
Case 6: Integrated Risk Analysis Model?How to Combine
Simulation, Forecasting, Optimization, and Real Options
Analysis into a Seamless Risk Model 527
Case 7: Biopharmaceutical Industry?Valuing Strategic
Manufacturing Flexibility 547
Case 8: Alternative Uses for a Proposed Real Estate
Development?A Strategic Value Appraisal 557
Case 9: Naval Special Warfare Group One's Mission
Support Center Case 568
CHAPTER 12
Results Interpretation and Presentation 581
Introduction 581
Comparing Real Options Analysis with Traditional
Financial Analysis 582
The Evaluation Process 585
Summary of the Results 588
Comparing across Different-Sized Projects 589
Comparing Risk and Return of Multiple Projects 590
Impact to Bottom Line 594
Critical Success Factors and Sensitivity Analysis 595
Risk Analysis and Simulation on NPV 596
Break-Even Analysis and Payback Periods 597
Discount Rate Analysis 598
Real Options Analysis Assumptions 599
Real Options Analysis 600
Real Options Risk Analysis 602
The Next Steps 602
Summary 604
Chapter 12 Questions 604
Appendix 12A: Summary of Articles 606
Case Studies and Problems in Real Options 815
Answer to Chapter Questions 625
Notes 633
About the CD-ROM 645
Index 649 |
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| id | DE-604.BV023323106 |
| illustrated | Illustrated |
| index_date | 2024-07-02T20:54:29Z |
| indexdate | 2024-07-09T21:15:52Z |
| institution | BVB |
| isbn | 9780471747482 0471747483 |
| language | English |
| lccn | 2005050194 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016507166 |
| oclc_num | 60743249 |
| open_access_boolean | |
| owner | DE-92 DE-384 DE-M49 DE-BY-TUM |
| owner_facet | DE-92 DE-384 DE-M49 DE-BY-TUM |
| physical | XXXI, 667 S. graph. Darst. 1 CD-ROM |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance |
| spelling | Mun, Johnathan Verfasser aut Real options analysis tools and techniques for valuing strategic investments and decisions Johnathan Mun 2. ed. Hoboken, New Jersey Wiley 2006 XXXI, 667 S. graph. Darst. 1 CD-ROM txt rdacontent n rdamedia nc rdacarrier Wiley finance Includes bibliographical references (p. 633-644) and index System requirements for accompanying CD-ROM: BM PC or compatible computer with Pentium III or higher processor; 128 MB RAM; CD-ROM drive, SVGA monitor with 256 color; Excel, XP, 2003, or later; Windows 2000, ME, XP, or higher; an Internet connection is required to install the software. Real options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Investitionsrechnung (DE-588)4027575-9 gnd rswk-swf Realoption (DE-588)4752163-6 gnd rswk-swf Realoption (DE-588)4752163-6 s DE-604 Investitionsrechnung (DE-588)4027575-9 s Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 http://www.loc.gov/catdir/enhancements/fy0625/2005050194-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy0625/2005050194-t.html Table of contents only http://www.loc.gov/catdir/enhancements/fy0660/2005050194-b.html Contributor biographical information HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016507166&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mun, Johnathan Real options analysis tools and techniques for valuing strategic investments and decisions Real options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Investitionsrechnung (DE-588)4027575-9 gnd Realoption (DE-588)4752163-6 gnd |
| subject_GND | (DE-588)4135346-8 (DE-588)4027575-9 (DE-588)4752163-6 |
| title | Real options analysis tools and techniques for valuing strategic investments and decisions |
| title_auth | Real options analysis tools and techniques for valuing strategic investments and decisions |
| title_exact_search | Real options analysis tools and techniques for valuing strategic investments and decisions |
| title_exact_search_txtP | Real options analysis tools and techniques for valuing strategic investments and decisions |
| title_full | Real options analysis tools and techniques for valuing strategic investments and decisions Johnathan Mun |
| title_fullStr | Real options analysis tools and techniques for valuing strategic investments and decisions Johnathan Mun |
| title_full_unstemmed | Real options analysis tools and techniques for valuing strategic investments and decisions Johnathan Mun |
| title_short | Real options analysis |
| title_sort | real options analysis tools and techniques for valuing strategic investments and decisions |
| title_sub | tools and techniques for valuing strategic investments and decisions |
| topic | Real options (Finance) Optionspreistheorie (DE-588)4135346-8 gnd Investitionsrechnung (DE-588)4027575-9 gnd Realoption (DE-588)4752163-6 gnd |
| topic_facet | Real options (Finance) Optionspreistheorie Investitionsrechnung Realoption |
| url | http://www.loc.gov/catdir/enhancements/fy0625/2005050194-d.html http://www.loc.gov/catdir/enhancements/fy0625/2005050194-t.html http://www.loc.gov/catdir/enhancements/fy0660/2005050194-b.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016507166&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT munjohnathan realoptionsanalysistoolsandtechniquesforvaluingstrategicinvestmentsanddecisions |