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
strategic options that are associated with many
investments. This model provides the ability to
identify what options might exist in your proposal
and the tools to estimate the quantification of them.
The key features of this model include: Ease and
flexibility of input, with embedded help prompts;
Informative 'Quick Start' menu for choosing the
correct tool for the situation; Modified Black
Scholes models to value the options to delay, expand,
or abandon investments; Automatic binomial 'tree'
builder model to evaluate complex strategic options
with multiple stages;
Nash equilibrium Game Theory model to
evaluate market entry strategies in a competitive
environment; and Ability to predefine historical
investment and/or industry risk profiles to utilize
across models.

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Supported languages: English
Supported OS: Win95 / Win98 / WinME / WinNT 3.x / WinNT 4.x / Windows2000 / WinXP / Mac OS X 10.4 / Mac OS X 10.5
License: Shareware
Price: $26.00
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Customer Invoice Template v 1.0 Customer Invoicing and Sales Reporting
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