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Real options methodology application in company´s financial decision-making

Real options methodology application in company´s financial decision-making
154-0911/01
čeština Real options methodology application in company´s financial decision-making
154-0911/02
čeština

Summary

Real options is a flexible approach for decision making on real assets, where assets are valued by using financial option pricing models. The main idea relies on the possibilities to make future decisions with option characteristics and can be exercised under pre-specified conditions. It is necessary to identify these options, value them and comprise them into company decision-making process.

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

MUN, Jonathan: Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, Portfolio Optimization, Data Analytics, Business Intelligence, and Decision Modeling. London: ROV Press; 2019. 1114 pp. ISBN 978-1734497359 .
SHOCKLEY, Robert. An Applied Course in Real Options Valuation. New York: South-Western College Pub, 2017. 544 pp. ISBN 978-0324259636.
SMIT, John and Lenos TRIGEROGIS. Strategic Investment: Real Options and Games. New York: Princeton University Press, 2022. 504 pp. ISBN 978-1400829392 .


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Language of instruction čeština, čeština
Code 154-0911
Abbreviation AVMRO
Course title Real options methodology application in company´s financial decision-making
Coordinating department Department of Finance
Course coordinator doc. Ing. Miroslav Čulík, Ph.D.