تفاصيل الكتاب

Internet Resource: Please Login to download book

This book develops a modeling approach for dynamic investment problems where limited resources are allocated to interacting risky projects over time under the assumption that the market is complete and the agent is risk neutral. The author sets up the pricing model as a real options problem involving path-dependent (dis-) investment decisions. … this book provides an important reference for both the practitioners and academics in this field.