Subject category:
Finance, Accounting and Control
Published by:
Harvard Business Publishing
Version: 8 December 1994
Length: 5 pages
Abstract
This case presents four exercises designed to introduce students to applications of option pricing and decision-tree analysis to real corporate investment problems. Two of the four problems involve decision trees and two involve option pricing. Students should be familiar with basic option pricing theory (Black-Scholes and/or the Binomial Model) before being assigned these exercises.
Subject category:
Finance, Accounting and Control
Published by:
Harvard Business Publishing
Length: 10 pages
Subject category:
Finance, Accounting and Control
Published by:
Harvard Business Publishing
Version: 16 January 2009
Length: 5 pages
Data source: Generalised experience
Topics:
Capital budgeting; Fixed income securities
About
Abstract
This case presents four exercises designed to introduce students to applications of option pricing and decision-tree analysis to real corporate investment problems. Two of the four problems involve decision trees and two involve option pricing. Students should be familiar with basic option pricing theory (Black-Scholes and/or the Binomial Model) before being assigned these exercises.
Related
Subject category:
Finance, Accounting and Control
Published by:
Harvard Business Publishing
Length: 10 pages
Subject category:
Finance, Accounting and Control
Published by:
Harvard Business Publishing
Version: 16 January 2009
Length: 5 pages
Data source: Generalised experience
Topics:
Capital budgeting; Fixed income securities