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Real Option Valuation v.1.0 |
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Option Pricing Calculator |
| The Real Option Valuation model encompasses a suite |
can be used to calculate: Call |
| of option pricing tools to quantify the embedded |
Price, Put Price, Gamma, Delta, |
| strategic value for a range of financial analysis and |
Theta, Vega, Implied Volatility. |
| investment scenarios. Traditional |
This option pricing calculator has |
| discounted cash flow investment analysis will only |
three option pricing models to |
| accept an investment if the returns on the project |
caculate prices: Black-Scholes |
| exceed the hurdle rate. While this is a worthwhile |
Option price, |
| exercise, it fails to consider the myriad of |
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| strategic options that are associated with many |
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| investments. This model provides the ability to |
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| identify what options might exist in your proposal |
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| and the tools to estimate the quantification of them. |
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| The key features of this model include: Ease and |
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| flexibility of input, with embedded help prompts; |
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| Informative 'Quick Start' menu for choosing the |
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| correct tool for the situation; Modified Black |
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| Scholes models to value the options to delay, expand, |
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| or abandon investments; Automatic binomial 'tree' |
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| builder model to evaluate complex strategic options |
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| with multiple stages; |
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| Nash equilibrium Game Theory model to |
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| evaluate market entry strategies in a competitive |
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| environment; and Ability to predefine historical |
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| investment and/or industry risk profiles to utilize |
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| across models. |
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Download Real Option Valuation v.1.0 |
Buy($26.00) |
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