Object structure

Title:

Monte Carlo valuation of the option to expand with application in multi-storey car parking

Group publication title:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Creator:

Pawlak, Marcin

Subject and Keywords:

real options ; Monte Carlo simulation ; project valuation ; opcje realne ; symulacja Monte Carlo ; ocena efektywności inwestycji

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics, 2017, Nr 482, s. 216-226

Abstrakt:

The aim of this paper is to present the application of Double Monte Carlo Simulation (2MC) in the valuation of investments containing the growth option. Paper presents a procedure for constructing a valuation model along with methods of identifying input and key-decision variables. Presented methodology is applied to valuation of expansion option in a multi-storey car park at Bluewater mall. Paper finishes with an interpretation of the valuation results and is summarized with conclusions on used methodology

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2017

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

doi:10.15611/pn.2017.482.17

Language:

eng

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2017; Nr 482 ; Wrocław Conference in Finance: Contemporary Trends and Challenges

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-NC-ND 3.0 PL

Location:

Uniwersytet Ekonomiczny we Wrocławiu