Verfügbarkeit: Real Options Valuation

Real Options Valuation: the Importance of Stochastic Process Choice in Commodity Price Modelling

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Schöne, Max (VerfasserIn)
Format:	Abschlussarbeit Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Wiesbaden Springer Gabler [2015]
Schriftenreihe:	BestMasters
Schlagworte:	Management Wirtschaft Economics Industrial management Operations research Economics/Management Science Hochschulschrift
Online-Zugang:	BTU01 FAB01 FAW01 FHN01 FHO01 FHR01 FLA01 FRO01 FWS01 FWS02 UBM01 UBT01 UBY01 URL des Erstveröffentlichers Inhaltsverzeichnis Abstract
Beschreibung:	Online-Ressource (XIV, 104 p. 15 illus)
ISBN:	9783658074937
DOI:	10.1007/978-3-658-07493-7

Internformat

MARC


LEADER	00000nmm a2200000 c 4500
001	BV042214672
003	DE-604
005	20210517
006	a m\|\|\| 00\|\|\|
007	cr\|uuu---uuuuu
008	141128s2015 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 9783658074937 \|c Online \|9 978-3-658-07493-7
024	7		\|a 10.1007/978-3-658-07493-7 \|2 doi
035			\|a (OCoLC)897519489
035			\|a (DE-599)BSZ415350875
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
049			\|a DE-19 \|a DE-860 \|a DE-898 \|a DE-634 \|a DE-861 \|a DE-92 \|a DE-1051 \|a DE-703 \|a DE-1043 \|a DE-706 \|a DE-863 \|a DE-862 \|a DE-1046
050		0	\|a HG1-9999
050		0	\|a HG4501-6051
050		0	\|a HG1501-HG3550
082	0		\|a 657.8333
082	0		\|a 658.152
100	1		\|a Schöne, Max \|e Verfasser \|4 aut
245	1	0	\|a Real Options Valuation \|b the Importance of Stochastic Process Choice in Commodity Price Modelling \|c Max Schöne
264		1	\|a Wiesbaden \|b Springer Gabler \|c [2015]
264		4	\|c © 2015
300			\|a Online-Ressource (XIV, 104 p. 15 illus)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	0		\|a BestMasters
502			\|b Masterarbeit \|c WHU – Otto Beisheim School of Management \|d 2014
650		4	\|a Management
650		4	\|a Wirtschaft
650		4	\|a Economics
650		4	\|a Industrial management
650		4	\|a Operations research
650		4	\|a Economics/Management Science
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
776	0	8	\|i Erscheint auch als \|n Druck-Ausgabe \|z 978-3-658-07492-0
856	4	0	\|u https://doi.org/10.1007/978-3-658-07493-7 \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Abstract
912			\|a ZDB-2-SBE
999			\|a oai:aleph.bib-bvb.de:BVB01-027653296
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l BTU01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FAB01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FAW01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FHN01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FHO01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FHR01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FLA01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FRO01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FWS01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l FWS02 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l UBM01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l UBT01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-3-658-07493-7 \|l UBY01 \|p ZDB-2-SBE \|x Verlag \|3 Volltext

Datensatz im Suchindex

DE-BY-FWS_katkey	697075
_version_	1806184402191908864
adam_text	REAL OPTIONS VALUATION / SCHOENE, MAX : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS EMPIRICAL ANALYSIS OF STATISTICAL COMMODITY PRICE PROPERTIES STOCHASTIC VOLATILITY, JUMP DIFFUSION, AND LEVY PROCESSES REAL OPTIONS VALUATION USING MONTE CARLO SIMULATION AND THE LONGSTAFF-SCHWARTZ METHOD DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. REAL OPTIONS VALUATION / SCHOENE, MAX : 2015 ABSTRACT / INHALTSTEXT THE AUTHOR SHOWS THAT MODELLING THE UNCERTAIN CASH FLOW DYNAMICS OF AN INVESTMENT PROJECT DESERVES CAREFUL ATTENTION IN REAL OPTIONS VALUATION. FOCUSING ON THE CASE OF COMMODITY PRICE UNCERTAINTY, A BROAD EMPIRICAL STUDY REVEALS THAT, CONTRARY TO COMMON ASSUMPTIONS, PRICES ARE OFTEN NON-STATIONARY AND EXHIBIT NON-NORMALLY DISTRIBUTED RETURNS. SUBSEQUENTLY, MORE REALISTIC STOCHASTIC VOLATILITY, JUMP DIFFUSION, AND LEVY PROCESSES ARE EVALUATED IN THE CONTEXT OF A STYLISED INVESTMENT PROJECT. THE VALUATION RESULTS SUGGEST THAT STOCHASTIC PROCESS CHOICE CAN HAVE SUBSTANTIAL IMPLICATIONS FOR VALUATION RESULTS AND OPTIMAL INVESTMENT RULES. CONTENTS EMPIRICAL ANALYSIS OF STATISTICAL COMMODITY PRICE PROPERTIES STOCHASTIC VOLATILITY, JUMP DIFFUSION, AND LEVY PROCESSES REAL OPTIONS VALUATION USING MONTE CARLO SIMULATION AND THE LONGSTAFF-SCHWARTZ METHOD TARGET GROUPS RESEARCHERS AND STUDENTS IN THE FIELD OF FINANCE, OPERATIONS RESEARCH, AND MANAGEMENT PROFESSIONALS IN THE FIELD OF CORPORATE FINANCE / OPERATIONS RESEARCH / CONSULTING THE AUTHOR MAX SCHOENE IS A PH.D. STUDENT AT THE WHU – OTTO BEISHEIM SCHOOL OF MANAGEMENT WITH A RESEARCH FOCUS ON REAL OPTIONS VALUATION AND DECISION MAKING UNDER UNCERTAINTY DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
any_adam_object	1
author	Schöne, Max
author_facet	Schöne, Max
author_role	aut
author_sort	Schöne, Max
author_variant	m s ms
building	Verbundindex
bvnumber	BV042214672
callnumber-first	H - Social Science
callnumber-label	HG1-9999
callnumber-raw	HG1-9999 HG4501-6051 HG1501-HG3550
callnumber-search	HG1-9999 HG4501-6051 HG1501-HG3550
callnumber-sort	HG 11 49999
callnumber-subject	HG - Finance
collection	ZDB-2-SBE
ctrlnum	(OCoLC)897519489 (DE-599)BSZ415350875
dewey-full	657.8333 658.152
dewey-hundreds	600 - Technology (Applied sciences)
dewey-ones	657 - Accounting 658 - General management
dewey-raw	657.8333 658.152
dewey-search	657.8333 658.152
dewey-sort	3657.8333
dewey-tens	650 - Management and auxiliary services
discipline	Wirtschaftswissenschaften
doi_str_mv	10.1007/978-3-658-07493-7
format	Thesis Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03431nmm a2200673 c 4500</leader><controlfield tag="001">BV042214672</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210517 </controlfield><controlfield tag="006">a m\|\|\| 00\|\|\| </controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">141128s2015 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783658074937</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-658-07493-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-658-07493-7</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)897519489</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BSZ415350875</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-862</subfield><subfield code="a">DE-1046</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG1-9999</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4501-6051</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG1501-HG3550</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">657.8333</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">658.152</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schöne, Max</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Real Options Valuation</subfield><subfield code="b">the Importance of Stochastic Process Choice in Commodity Price Modelling</subfield><subfield code="c">Max Schöne</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wiesbaden</subfield><subfield code="b">Springer Gabler</subfield><subfield code="c">[2015]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">Online-Ressource (XIV, 104 p. 15 illus)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">BestMasters</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Masterarbeit</subfield><subfield code="c">WHU – Otto Beisheim School of Management</subfield><subfield code="d">2014</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Industrial management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operations research</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics/Management Science</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-3-658-07492-0</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Abstract</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027653296</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FAB01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FHO01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FWS01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">FWS02</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-658-07493-7</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
id	DE-604.BV042214672
illustrated	Not Illustrated
indexdate	2024-08-01T13:27:54Z
institution	BVB
isbn	9783658074937
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-027653296
oclc_num	897519489
open_access_boolean
owner	DE-19 DE-BY-UBM DE-860 DE-898 DE-BY-UBR DE-634 DE-861 DE-92 DE-1051 DE-703 DE-1043 DE-706 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-1046
owner_facet	DE-19 DE-BY-UBM DE-860 DE-898 DE-BY-UBR DE-634 DE-861 DE-92 DE-1051 DE-703 DE-1043 DE-706 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-1046
physical	Online-Ressource (XIV, 104 p. 15 illus)
psigel	ZDB-2-SBE
publishDate	2015
publishDateSearch	2015
publishDateSort	2015
publisher	Springer Gabler
record_format	marc
series2	BestMasters
spellingShingle	Schöne, Max Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling Management Wirtschaft Economics Industrial management Operations research Economics/Management Science
subject_GND	(DE-588)4113937-9
title	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling
title_auth	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling
title_exact_search	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling
title_full	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling Max Schöne
title_fullStr	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling Max Schöne
title_full_unstemmed	Real Options Valuation the Importance of Stochastic Process Choice in Commodity Price Modelling Max Schöne
title_short	Real Options Valuation
title_sort	real options valuation the importance of stochastic process choice in commodity price modelling
title_sub	the Importance of Stochastic Process Choice in Commodity Price Modelling
topic	Management Wirtschaft Economics Industrial management Operations research Economics/Management Science
topic_facet	Management Wirtschaft Economics Industrial management Operations research Economics/Management Science Hochschulschrift
url	https://doi.org/10.1007/978-3-658-07493-7 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027653296&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT schonemax realoptionsvaluationtheimportanceofstochasticprocesschoiceincommoditypricemodelling

Verfügbarkeit

Volltext öffnen

MARC

Datensatz im Suchindex

Ähnliche Einträge