Wycena opcji realnej porzucenia i rozwoju na bazie metodologii drzew dwumianowych oraz koncepcji zaprzeczenia aktywa rynkowego. Analiza przypadku

• Authors: Pawel Mielcarz

Title variants

APPLICATION OF BINOMIAL MODEL AND MARKET ASSET DECLAIMER METHODOLOGY FOR VALUATION OF ABANDON AND EXPAND OPTIONS. THE CASE STUDY

• Languages of publication: PL

Abstracts

EN

The article presents a case study of valuation of real options included in a investment project. The main goal of the article is to present the calculation and methodological issues of application the methodology for real option valuation. In order to do it there are used the binomial model and Market Asset Declaimer methodology. The project presented in the article concerns the introduction of radio station to a new market. It includes two valuable real options: to abandon the project and to expand

Keywords

EN

INVESTMENT; MARKET ASSET DECLAIMER; VALUATION

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Wyższa Szkoła Finansów i Zarządzania w Warszawie
• Journal: Contemporary Economics
• Year: 2007
• Issue: 2(2)
• Pages: 123-147
• Document type: ARTICLE

Contributors

author

Pawel Mielcarz

• Pawel Mielcarz, Akademia Leona Kozminskiego, ul. Jagiellonska 57/59, 03-301 Warszawa, Poland

Identifiers

CEJSH db identifier

11PLAAAA092319