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Title Real options and investment under uncertainty : classical readings and recent contributions / edited by Eduardo S. Schwartz and Lenos Trigeorgis
Published Cambridge, Mass. : MIT Press, [2001]


Location Call no. Vol. Availability
 W'PONDS  332.645 Sch/Roa  AVAILABLE
 MELB  332.645 Sch/Roa  AVAILABLE
Description viii, 871 pages : illustrations ; 25 cm
Contents 1. Real Options and Investment under Uncertainty: An Overview / Eduardo S. Schwartz and Lenos Trigeorgis -- I. Underinvestment and Conceptual Options Approaches. 2. Finance Theory and Financial Strategy / Stewart C. Myers. 3. Today's Options for Tomorrow's Growth / W. Carl Kester. 4. Valuing Managerial Flexibility / Lenos Trigeorgis and Scott P. Mason. 5. The Options Approach to Capital Investment / Avinash K. Dixit and Robert S. Pindyck. 6. A Conceptual Options Framework for Capital Budgeting / Lenos Trigeorgis -- II. Review of Some Basic Models. 7. Real Options: An Overview / Lenos Trigeorgis. 8. A New Approach to Evaluating Natural Resource Investments / Michael J. Brennan and Eduardo S. Schwartz. 9. Investment and Hysteresis / Avinash K. Dixit. 10. The General Flexibility to Switch: Real Options Revisited / Nalin Kulatilaka and Lenos Trigeorgis. 11. Irreversibility, Uncertainty, and Investment / Robert S. Pindyck -- III. Valuing Various Real Options. 12. The Value of Waiting to Invest / Robert McDonald and Daniel Siegel. 13. Time to Build, Option Value, and Investment Decisions / Saman Majd and Robert S. Pindyck. 14. Abandonment Value and Project Life / Stewart C. Myers and Saman Majd. 15. Irreversible Investment, Capacity Choice, and the Value of the Firm / Robert S. Pindyck. 16. Evaluating Natural Resource Investments / Michael J. Brennan and Eduardo S. Schwartz. 17. The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options / Lenos Trigeorgis -- IV. Strategy and Competition. 18. Strategy as a Portfolio of Real Options / Timothy A. Luehrman. 19. The Value of Options in Strategic Acquisitions / Kenneth W. Smith and Alexander J. Triantis. 20. Capital Budgeting for Interrelated Projects: A Real Options Approach / Paul D. Childs, Steven H. Ott and Alexander J. Triantis. 21. Flexibility and Commitment in Strategic Investment / Han T. J. Smit and Lenos Trigeorgis. 22. Strategic Growth Options / Nalin Kulatilaka and Enrico C. Perotti. 23. Investment in Technological Innovations: An Option Pricing Approach / Steven R. Grenadier and Allen M. Weiss -- V. Numerical Techniques. 24. A Log-transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments / Lenos Trigeorgis. 25. Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis / Michael J. Brennan and Eduardo S. Schwartz. 26. Valuation by Approximations: A Comparison of Alternative Option Valuation Techniques / Robert Geske and Kuldeep Shastri. 27. Simulation and Numerical Methods in Real Options Valuation / Gonzalo Cortazar -- VI. Applications. 28. Applications of Option-Pricing Theory: Twenty-Five Years Later / Robert C. Merton. 29. Scientific Management at Merck: An Interview with CFO Judy Lewent / Nancy A. Nichols. 30. Case Studies on Real Options / Angelien G. Z. Kemna. 31. The Value of Flexibility: The Case of a Dual-Fuel Industrial Steam Boiler / Nalin Kulatilaka. 32. A Real Options Application in Natural-Resource Investments / Lenos Trigeorgis. 33. Managing Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and See" Strategies / Petter Bjerksund and Steinar Ekern. 34. Urban Land Prices under Uncertainty / Sheridan Titman. 35. Investments of Uncertain Cost: An Application to the Construction of Nuclear Power Plants / Robert S. Pindyck. 36. Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network / Bruce Kogut and Nalin Kulatilaka -- VII. Empirical Evidence. 37. Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases / James L. Paddock, Daniel R. Siegel and James L. Smith. 38. Empirical Testing of Real Option-Pricing Models / Laura Quigg. 39. Investor Valuation of the Abandonment Option / Philip G. Berger, Eli Ofek and Itzhak Swary
Notes Paperback edition published 2004
Bibliography Includes bibliographical references and index
Subject Options (Finance)
Capital investments.
Author Schwartz, Eduardo S.
Trigeorgis, Lenos.
LC no. 2001037064
ISBN 0262693186
0262194465 alkaline paper