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Real Option Modeling and Valuation: A Decision Analysis Approach using DPL and Excel
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Supplementary Chapter Files
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Real Option Modeling and Valuation: A Decision Analysis Approach using DPL and Excel
Supplementary Chapter Files
Chapter 1
Figure 1.1-1.2.xlsx
Example 1.1-1.2.da
Oil Field ABC.da
Oil Field ABC.xlsx
Chapter 2
Black-Scholes-Merton Model.xlsm
Binomial Model.xlsm
3period_recom_lattice.xlsx
call and puts.xlsx
binomial lattice and option models.xlsx
binomial lattice and option models.da
Random Walk.xlsx
Simulate GBM.xlsx
Simulate M-R-xlsx
Chapter 3
Replicating Portfolio.xlsx
Example - Risk Neutral Probs.da
Example Real Asset (Incorrect Approach).da
Example - Real Asset (Correct Solution).da
Real Asset - expand.da
Replicating Portfolio - expand.xlsx
Expansion Option.da
Chapter 4
Real asset - abandon.da
Replicating Portfolio - abandon.xlsx
Abandon Option.da
Contract option.da
Chapter 5
Black-Scholes-Merton model.xlsm
Cash Flow Evolution - 3period.xlsm
dividend project.da
Black-Scholes-Merton Model - 5.2.1.xlsx
section5.2.da
Chapter 6
Multiple Real Options.da
Historical Volatility Estimation.xlsx
Pro Forma Cash Flow Sheet.xlsm
Volatility by Simulation Example.xlsm
Simulation Example.da
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