Sumários

Class #15

10 Abril 2024, 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 #14

21 Março 2024, 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 #13

20 Março 2024, 14:30 José Carlos Dias


Case studies.

Class #12

13 Março 2024, 14:30 José Carlos Dias


Case studies.

Class #11

13 Março 2024, 13:00 José Carlos Dias


2.7. Costly and costless reversible cases and economic hysteresis