Download Advanced Analytical Models

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March 18, 2008
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Contents
178. Employee Stock Options—Suboptimal Exercise
179. Employee Stock Options—Vesting, Blackout,
Suboptimal, Forfeiture
180. Exotic Options—American and European Lower
Barrier Options
181. Exotic Options—American and European Upper
Barrier Options
182. Exotic Options—American and European Double Barrier
Options and Exotic Barriers
183. Exotic Options—Basic American, European, and
Bermudan Call Options
184. Exotic Options—Basic American, European, and
Bermudan Put Options
185. Real Options—American, European, Bermudan, and
Customized Abandonment Options
186. Real Options—American, European, Bermudan, and
Customized Contraction Options
187. Real Options—American, European, Bermudan, and
Customized Expansion Options
188. Real Options—Contraction, Expansion, and
Abandonment Options
189. Real Options—Dual Variable Rainbow Option Using
Pentanomial Lattices
190. Real Options—Exotic Chooser Options
191. Real Options—Exotic Complex Floating American and
European Chooser
192. Real Options—Jump-Diffusion Option Using
Quadranomial Lattices
193. Real Options—Mean-Reverting Calls and Puts Using
Trinomial Lattices
194. Real Options—Multiple Assets Competing Options
195. Real Options—Path-Dependent, Path-Independent,
Mutually Exclusive, Non–Mutually Exclusive, and
Complex Combinatorial Nested Options
196. Real Options—Sequential Compound Options
197. Real Options—Simultaneous Compound Options
198. Real Options—Simple Calls and Puts Using
Trinomial Lattices
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PART 3
Real Options Strategic Case Studies—Framing the Options
199. Real Options Strategic Cases—High-Tech Manufacturing:
Build or Buy Decision with Real Options
200. Real Options Strategic Cases—Oil and Gas: Farm-Outs,
Options to Defer, and Value of Information
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