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Description
  • Článek je zaměřen na ocenění projektu s vybranými typy reálných opcí. Portfolio zahrnuje vybrané opce evropského typu: opce na rozšíření výroby, opce na omezení výroby, obce na ukončení projektu a opce na dočasné přerušení výroby. Ocenění je provedeno na simulační bázi, výsledky jsou porovnány pomocí kritéria VaR. Nejprve je provedeno ocenění projektu bez opcí (pasivní přístup). Následuje ocenění vybraných typů opcí. Nakonec jsou výsledky porovnány a diskutovány (cs)
  • This paper is focused on the investments, which lead to the polluting decrease. Companies polluting emissions have to reduce the quantity of emissions to meet the target level. There are two ways how to do it: first, to invest in a new technologies leading to the emission reduction or, to buy emission allowances from other firm. It is apparent that emission allowances and their prices affect importantly decision strategies. The result is that investment process is under emission trade system more complicated and new investment policy decision tools and techniques must be employed. In the first part, fundamentals of emission trade system and its impact on financial decision?making is described, in the second part, an illustrative example of a pollution decreasing investment using real option approach is stated.
  • This paper is focused on the investments, which lead to the polluting decrease. Companies polluting emissions have to reduce the quantity of emissions to meet the target level. There are two ways how to do it: first, to invest in a new technologies leading to the emission reduction or, to buy emission allowances from other firm. It is apparent that emission allowances and their prices affect importantly decision strategies. The result is that investment process is under emission trade system more complicated and new investment policy decision tools and techniques must be employed. In the first part, fundamentals of emission trade system and its impact on financial decision?making is described, in the second part, an illustrative example of a pollution decreasing investment using real option approach is stated. (en)
Title
  • Emissions trading: investment decision-making and real option analysis (simulation approach)
  • Emissions trading: investment decision-making and real option analysis (simulation approach) (en)
  • Emisní poukázky: investiční rozhodování a analýza reálných opcí (simulační přístup) (cs)
skos:prefLabel
  • Emissions trading: investment decision-making and real option analysis (simulation approach)
  • Emissions trading: investment decision-making and real option analysis (simulation approach) (en)
  • Emisní poukázky: investiční rozhodování a analýza reálných opcí (simulační přístup) (cs)
skos:notation
  • RIV/61989100:27510/08:00018534!RIV09-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GP402/07/P121)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 366067
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/08:00018534
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Real option; option to defer; emission allowance; underlying asset; decision function; value at Risk; Expected Shortfall. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [21DB58EAD4DB]
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Řízení a modelování finančních rizik
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Čulík, Miroslav
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakulta
https://schema.org/isbn
  • 978-80-248-1846-7
http://localhost/t...ganizacniJednotka
  • 27510
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