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Terminated in academic year 2016/2017

Real Options Application

Type of study Follow-up Master
Language of instruction English
Code 154-0509/01
Abbreviation AROe
Course title Real Options Application
Credits 3
Coordinating department Department of Finance
Course coordinator doc. Ing. Miroslav Čulík, Ph.D.

Subject syllabus

1. Introduction
2. Traditional approaches used in capital budgeting
3. Options valuation
4. Real options - fundamentals
5. Real options - classification
6. Real options – other application possibilities
7. Real options – other application possibilities (continues)
8. Real options – continuous model application
9. Real options – firm valuation
10. Real options – simulation approach application
11. Real options – simulation approach application (continues)
12. Real options – simulation approach application (continues)
13. Students examination

Literature

DiLELLIO, James: Real Option Modeling and Valuation: A Decision Analysis Approach Using DPL and Excel. London: ‎ Independently published, 2022. 136 pp. ISBN 978-1521238592 .
MUN, Jonathan: Real Options Analysis: Tools and Techniques for Valuing Strategic Investments and Decisions with Integrated Risk Management and Advanced Quantitative Decision Analytics. London: ROV Press, 2019. 695 pp. ISBN 978-1734497359 .
MUN, Jonathan: Applied Analytical - Applied Project Management: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, Portfolio management, Project Management.‎ ‎New York: IIPER Press, 2020. 143 pp. ISBN 978-1734481150 .

Advised literature

ACKSON, Liam, et al. Applied Analytical - Oil and Gas Decommissioning Risk Management: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Analytics. London: IIPER Press, 2020. 266 pp. ISBN 978-1734481174 .
LARRABEE, T. a J. VOSS. Valuation Techniques: Discounted Cash Flow, Earnings Quality, Measures of Value Added, and Real Options. New York: Wiley, 2022.
624 pp. ISBN 978-1118397435 .
SCHONE, M. Real Options Valuation: The Importance of Stochastic Process Choice in Commodity Price Modelling. Berlin: Springer, 2022. 118 pp. ISBN 978-3658074920 .


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