This HTML5 document contains 43 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n17http://localhost/temp/predkladatel/
n5http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n18http://linked.opendata.cz/resource/domain/vavai/subjekt/
n12http://linked.opendata.cz/ontology/domain/vavai/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n16http://bibframe.org/vocab/
n9http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F62156489%3A43110%2F13%3A00212253%21RIV14-MSM-43110___/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n8http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n6http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n4http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n19http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n13http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n15http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F62156489%3A43110%2F13%3A00212253%21RIV14-MSM-43110___
rdf:type
n12:Vysledek skos:Concept
dcterms:description
In this paper, we deal with the real options analysis of selected investment projects. This approach is supplemented and compared to calculations of the net present value (NPV). Two research problems are analyzed: acquisition of the simulation software for the foundry industry in the sense of the expansive options and options on leaving the project in the case of acquisition of the spectrometer. For the option valuation, there were used analytical and numerical methods like the Black-Scholes model, binomial model and Monte Carlo simulations. In the case of binomial pricing model we used modification describing the behavior of the project's cashflow (CF) due to capacity of the company, path-dependent addiction and embedded option barrier. To extend the application of the real options analysis, we propose procedures for sensitivity analysis and option pricing based on Monte Carlo simulations for particular case of stochastic volatility. In this paper, we deal with the real options analysis of selected investment projects. This approach is supplemented and compared to calculations of the net present value (NPV). Two research problems are analyzed: acquisition of the simulation software for the foundry industry in the sense of the expansive options and options on leaving the project in the case of acquisition of the spectrometer. For the option valuation, there were used analytical and numerical methods like the Black-Scholes model, binomial model and Monte Carlo simulations. In the case of binomial pricing model we used modification describing the behavior of the project's cashflow (CF) due to capacity of the company, path-dependent addiction and embedded option barrier. To extend the application of the real options analysis, we propose procedures for sensitivity analysis and option pricing based on Monte Carlo simulations for particular case of stochastic volatility.
dcterms:title
Real Options Analysis in the Engineering Company Practice Real Options Analysis in the Engineering Company Practice
skos:prefLabel
Real Options Analysis in the Engineering Company Practice Real Options Analysis in the Engineering Company Practice
skos:notation
RIV/62156489:43110/13:00212253!RIV14-MSM-43110___
n12:predkladatel
n18:orjk%3A43110
n3:aktivita
n6:S
n3:aktivity
S
n3:cisloPeriodika
7
n3:dodaniDat
n15:2014
n3:domaciTvurceVysledku
n5:9585141 n5:9613897 n5:4436946
n3:druhVysledku
n19:J
n3:duvernostUdaju
n10:S
n3:entitaPredkladatele
n9:predkladatel
n3:idSjednocenehoVysledku
101595
n3:idVysledku
RIV/62156489:43110/13:00212253
n3:jazykVysledku
n4:eng
n3:klicovaSlova
real options analysis; Binomial lattice model; net present value; Monte Carlo simulation
n3:klicoveSlovo
n8:Monte%20Carlo%20simulation n8:net%20present%20value n8:Binomial%20lattice%20model n8:real%20options%20analysis
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[7E556E168346]
n3:nazevZdroje
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
n3:obor
n13:AH
n3:pocetDomacichTvurcuVysledku
3
n3:pocetTvurcuVysledku
3
n3:rokUplatneniVysledku
n15:2013
n3:svazekPeriodika
61
n3:tvurceVysledku
Kříž, Petr Hampel, David Klepáč, Václav
s:issn
1211-8516
s:numberOfPages
7
n16:doi
10.11118/actaun201361072303
n17:organizacniJednotka
43110