Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interes...
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| Format: | Electronic |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-12662-8 |