Investment decision‐making using optional models [online]. Vol. 2 / David Heller
Material type:
- 9781119687511

Index
Risk and Flexibility Integration in Valuation Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest Data Generation Applied to Strategic and Operational Option Models Conclusion Appendices Demonstration of the CRR Formula Stochastic Differential Calculus Test of the Black and Scholes Formula and Return on the Log–Normal Distribution Demonstration of the Black and Scholes Formula
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