Sumários
Class #13
26 Março 2025, 14:30 • José Carlos Dias
3.4. Caps, floors and collars
3.5. Real options, auctions and games
Class #12
20 Março 2025, 14:30 • José Carlos Dias
3. Real options applications
3.1. Decision to invest in a project with no operating costs
3.2. Decision to invest in a project with temporary suspension
3.3. Combined entry and exit decisions
Class #11
19 Março 2025, 14:30 • José Carlos Dias
2.8. Investment decisions with random investment costs
2.9. Optimal incentive policies for investment: subsidies and taxes
2.10. Alternatives to the GBM assumption: ABM, mean-reversion, non-constant volatility and jumps