Strategy, value and risk - The real options approach: Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2002
|
| Schlagworte: | |
| Online-Zugang: | UBR01 Volltext |
| Beschreibung: | Adobe Ebook Reader List of Figures and Tables Preface Acknowledgements Introduction 1 The business environment and strategy Value and risk Strategy and real options References PART I THE EVOLUTION OF STRATEGY, VALUE AND MEASURING RISK 1 Strategy: From Corporate Planning to Shareholder Value 2 Valuation 2.1 DCF valuation 2.2 Management and valuation 2.3 Investors and valuation 3 Investment Risk References 4 Three Strategic DCF Case Studies 4.1 Introduction 4.2 Software DCF example 4.3 Energy 4.4 The pharmaceutical industry References PART II DEVELOPMENTS IN STRATEGY, VALUE AND RISK MANAGEMENT 5 Developments in Strategy 5.1 Creative destruction 5.2 Innovation 5.3 Resources and capabilities 5.4 Game theory 5.5 Strategy and real options References 6 Real Options 6.1 Discounted cash flows 6.2 Real options 6.3 Valuing real options 6.4 Types of real options References 7 Risk Management 7.1 Why manage risk? 7.2 The risk drivers 7.3 Value and risk management 7.4 The metrics References PART III Q - UANTIFYING REAL OPTIONS 59 The solution methods 8 Derivatives 8.1 Futures, forwards and options 8.2 The replicating portfolio and risk-neutral valuation 9 Data Analysis 9.1 Data and information 9.2 Time series analysis 9.3 Volatility 9.4 Which volatility? 10 Option Pricing Methods 10.1 Analytical models 10.2 The Black--Scholes formula 10.3 Numerical techniques 11 Implementing Real Options 11.1 Spot price models 11.2 Geometric brownian motion models 11.3 Mean reversion 11.4 Jumps and seasonal patterns 11.5 Forward curve models 11.6 A single factor model for the forward curve 11.7 The dynamics of the forward curve 11.8 A general multifactor model of the forward curve 11.9 Relationship between forward curve and spot price models 11.10 Alternative real options methods 11.11 Dynamic programming 11.12 Decision analysis 11.13 Model risk 11.14 Real option portfolios and interdependencies References PART IV REAL OPTIONS CASE STUDIES AND PRACTICAL IMPLICATIONS 12 Three Strategic Real Opti - ons Case Studies 12.1 Introduction 12.2 Software real option example 12.3 Energy valuation case 12.4 Pharmaceutical References 13 Conclusion and Practical Implications References Index |
| Beschreibung: | 1 Online-Ressource (160 p S.) |
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| 500 | |a - UANTIFYING REAL OPTIONS 59 The solution methods 8 Derivatives 8.1 Futures, forwards and options 8.2 The replicating portfolio and risk-neutral valuation 9 Data Analysis 9.1 Data and information 9.2 Time series analysis 9.3 Volatility 9.4 Which volatility? 10 Option Pricing Methods 10.1 Analytical models 10.2 The Black--Scholes formula 10.3 Numerical techniques 11 Implementing Real Options 11.1 Spot price models 11.2 Geometric brownian motion models 11.3 Mean reversion 11.4 Jumps and seasonal patterns 11.5 Forward curve models 11.6 A single factor model for the forward curve 11.7 The dynamics of the forward curve 11.8 A general multifactor model of the forward curve 11.9 Relationship between forward curve and spot price models 11.10 Alternative real options methods 11.11 Dynamic programming 11.12 Decision analysis 11.13 Model risk 11.14 Real option portfolios and interdependencies References PART IV REAL OPTIONS CASE STUDIES AND PRACTICAL IMPLICATIONS 12 Three Strategic Real Opti | ||
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| indexdate | 2024-07-09T22:55:07Z |
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| spelling | Rogers, Jamie 1957- Verfasser (DE-588)1201567084 aut Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 Jamie Rogers Basingstoke Palgrave Macmillan 2002 1 Online-Ressource (160 p S.) txt rdacontent c rdamedia cr rdacarrier Adobe Ebook Reader List of Figures and Tables Preface Acknowledgements Introduction 1 The business environment and strategy Value and risk Strategy and real options References PART I THE EVOLUTION OF STRATEGY, VALUE AND MEASURING RISK 1 Strategy: From Corporate Planning to Shareholder Value 2 Valuation 2.1 DCF valuation 2.2 Management and valuation 2.3 Investors and valuation 3 Investment Risk References 4 Three Strategic DCF Case Studies 4.1 Introduction 4.2 Software DCF example 4.3 Energy 4.4 The pharmaceutical industry References PART II DEVELOPMENTS IN STRATEGY, VALUE AND RISK MANAGEMENT 5 Developments in Strategy 5.1 Creative destruction 5.2 Innovation 5.3 Resources and capabilities 5.4 Game theory 5.5 Strategy and real options References 6 Real Options 6.1 Discounted cash flows 6.2 Real options 6.3 Valuing real options 6.4 Types of real options References 7 Risk Management 7.1 Why manage risk? 7.2 The risk drivers 7.3 Value and risk management 7.4 The metrics References PART III Q - UANTIFYING REAL OPTIONS 59 The solution methods 8 Derivatives 8.1 Futures, forwards and options 8.2 The replicating portfolio and risk-neutral valuation 9 Data Analysis 9.1 Data and information 9.2 Time series analysis 9.3 Volatility 9.4 Which volatility? 10 Option Pricing Methods 10.1 Analytical models 10.2 The Black--Scholes formula 10.3 Numerical techniques 11 Implementing Real Options 11.1 Spot price models 11.2 Geometric brownian motion models 11.3 Mean reversion 11.4 Jumps and seasonal patterns 11.5 Forward curve models 11.6 A single factor model for the forward curve 11.7 The dynamics of the forward curve 11.8 A general multifactor model of the forward curve 11.9 Relationship between forward curve and spot price models 11.10 Alternative real options methods 11.11 Dynamic programming 11.12 Decision analysis 11.13 Model risk 11.14 Real option portfolios and interdependencies References PART IV REAL OPTIONS CASE STUDIES AND PRACTICAL IMPLICATIONS 12 Three Strategic Real Opti - ons Case Studies 12.1 Introduction 12.2 Software real option example 12.3 Energy valuation case 12.4 Pharmaceutical References 13 Conclusion and Practical Implications References Index Document Public finance accounting bicssc Finance and Accounting eflch Public finance accounting / bicssc Finance and Accounting / eflch http://www.palgraveconnect.com/doifinder/10.1057/9780230513051 Verlag Volltext |
| spellingShingle | Rogers, Jamie 1957- Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 Public finance accounting bicssc Finance and Accounting eflch Public finance accounting / bicssc Finance and Accounting / eflch |
| title | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 |
| title_auth | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 |
| title_exact_search | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 |
| title_full | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 Jamie Rogers |
| title_fullStr | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 Jamie Rogers |
| title_full_unstemmed | Strategy, value and risk - The real options approach Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 Jamie Rogers |
| title_short | Strategy, value and risk - The real options approach |
| title_sort | strategy value and risk the real options approach reconciling innovation strategy and value management ebook originally published in 2002 |
| title_sub | Reconciling innovation, strategy and value management. - Ebook. - Originally published in: 2002 |
| topic | Public finance accounting bicssc Finance and Accounting eflch Public finance accounting / bicssc Finance and Accounting / eflch |
| topic_facet | Public finance accounting Finance and Accounting Public finance accounting / bicssc Finance and Accounting / eflch |
| url | http://www.palgraveconnect.com/doifinder/10.1057/9780230513051 |
| work_keys_str_mv | AT rogersjamie strategyvalueandrisktherealoptionsapproachreconcilinginnovationstrategyandvaluemanagementebookoriginallypublishedin2002 |