Browsing by Subject "Options (Finance)"

Now showing items 1-8 of 8

    • Book  

      Competitive Strategy : Options and Games 

      Chevalier-Roignant, Benoit; Trigeorgis, Lenos (The MIT Press, 2011)
      Corporate managers who face both strategic uncertainty and market uncertainty confront a classic trade-off between commitment and flexibility. They can stake a claim by making a large capital investment today, influencing ...
    • Doctoral Thesis  Open Access

      Essays on real options and multinationality 

      Ioulianou, Sophocles P. (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2012-05)
      Η παρούσα διδακτορική διατριβή ασχολείται με το ερευνητικό θέμα “Real Options και Multinationality”. Η θεωρία των “Real Options” αφορά τη χρήση μεθόδων αποτίμησης προαιρετικών δικαιωμάτων για εκτίμηση επενδύσεων και λήψη ...
    • Doctoral Thesis  Open Access

      Option pricing using nonlinear constrained optimization on implied non-recombining trees 

      Constaninide, Eleni D. (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2008-04)
      Σκοπός αυτής της διατριβής είναι η δημιουργία μοντέλων για εκτίμηση των παραμέτρων ενός δυαδικού (binary) δέντρου χρησιμοποιώντας τιμές αγοράς Ευρωπαϊκών συμβολαίων δικαιωμάτων προαίρεσης (European options). Για να εκτιμήσουμε ...
    • Book  

      Project flexibility, agency, and competition: new developments in the theory and application of real options 

      Brennan, Michael Joseph; Trigeorgis, Lenos; Brennan, Michael Joseph; Trigeorgis, Lenos; Trigeorgis, Lenos [0000-0001-7367-2674] (Oxford University Press, 2000)
    • Book  

      Real options and business strategy : applications and decision-making 

      Trigeorgis, Lenos; Trigeorgis, Lenos [0000-0001-7367-2674] (Risk, 1999)
    • Book  

      Real options and investment under uncertainty : classical readings and recent contributions 

      Schwartz, Eduardo S.; Trigeorgis, Lenos; Trigeorgis, Lenos [0000-0001-7367-2674] (Cambridge, Mass. : MIT Press, c2001, 2001)
    • Book  

      Strategic investment : real options and games / Han T.J. Smit, Lenos Trigeorgis 

      Smit, Han T. J.; Trigeorgis, Lenos (Princeton University Press, 2004)
    • Article  

      The Survival Zone for a Bond with both Call and Put Options Embedded 

      Martzoukos, Spiros H.; Jr, Theodore M. Barnhill (1998)
      We present a numerical method to price bonds that have multiple embedded options with an emphasis on the case with both long call and short put options. The valuation framework is a one-factor model for the term structure ...