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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F10%3A86077457%21RIV11-GA0-27510___
rdf:type
n11:Vysledek skos:Concept
dcterms:description
This paper is focused on a project valuation with embedded portfolio of real options including their interactions. Valuation is based on the criterion of Net Present Value on the simulation basis. Portfolio includes selected types of European-type real options.. The paper is structured as follows: first, diffusion models for forecasting of output prices and variable costs are derived. Second, project value is estimated on the assumption, that no real options are present. Next, project value is calculated with the presence of selected European-type options; these options and their impact on project value are valued first in isolation and consequently in different combinations. . In the end, results are presented graphically; selected statistics and risk measures (Value at Risk, Expected Shortfall) of the NPV's distributions are calculated and commented. This paper is focused on a project valuation with embedded portfolio of real options including their interactions. Valuation is based on the criterion of Net Present Value on the simulation basis. Portfolio includes selected types of European-type real options.. The paper is structured as follows: first, diffusion models for forecasting of output prices and variable costs are derived. Second, project value is estimated on the assumption, that no real options are present. Next, project value is calculated with the presence of selected European-type options; these options and their impact on project value are valued first in isolation and consequently in different combinations. . In the end, results are presented graphically; selected statistics and risk measures (Value at Risk, Expected Shortfall) of the NPV's distributions are calculated and commented.
dcterms:title
FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS
skos:prefLabel
FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS
skos:notation
RIV/61989100:27510/10:86077457!RIV11-GA0-27510___
n3:aktivita
n10:P
n3:aktivity
P(GP402/07/P121)
n3:cisloPeriodika
1239
n3:dodaniDat
n16:2011
n3:domaciTvurceVysledku
n14:9300295
n3:druhVysledku
n17:J
n3:duvernostUdaju
n12:S
n3:entitaPredkladatele
n7:predkladatel
n3:idSjednocenehoVysledku
259384
n3:idVysledku
RIV/61989100:27510/10:86077457
n3:jazykVysledku
n15:eng
n3:klicovaSlova
energy, real options, underlying asset, intrinsic value,
n3:klicoveSlovo
n6:real%20options n6:energy n6:underlying%20asset n6:intrinsic%20value
n3:kodStatuVydavatele
US - Spojené státy americké
n3:kontrolniKodProRIV
[A76FF311B751]
n3:nazevZdroje
AIP Conference Proceedings
n3:obor
n4:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n13:GP402%2F07%2FP121
n3:rokUplatneniVysledku
n16:2010
n3:svazekPeriodika
2010
n3:tvurceVysledku
Čulík, Miroslav
s:issn
0094-243X
s:numberOfPages
8
n18:organizacniJednotka
27510