Sumários

Class #20

28 Abril 2022, 14:30 Rita Sousa


3.5. Real options, auctions and games.

3.6. Applications in energy projects.

Class #19

27 Abril 2022, 14:30 Rita Sousa


3.4. Caps, floors and collars.

Class #18

7 Abril 2022, 14:30 Rita Sousa


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 #17

6 Abril 2022, 14:30 Rita Sousa


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 #16

31 Março 2022, 14:30 Rita Sousa


Case studies on real options.

2.8. Investment decisions with random investment costs.