Sumários

Class #14

27 Março 2025, 17:30 José Carlos Dias


Case studies.

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

Class #10

13 Março 2025, 14:30 José Carlos Dias


Case studies