| |
|
|
| The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Option pricing tools include Black-Scholes, Binomial, and Game Theory. |
| Other software from this author: | - Regression Analysis and Forecasting 1.0 — The Multiple Regression Analysis and Forecasting template provides a solid basis for identifying value drivers and forecasting business plan data. Advanced statistical tests performed include significance, auto correlation, and multi colinearity.
- Portfolio Performance Monitoring 1.0 — The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments. Amount and timing of investment and divestment transactions are taken into account in performance calculations.
- Portfolio Optimization 1.0 — The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk. Results display action required and probability analysis through Monte Carlo simulation
| | Show all software from this author |
Description:
The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle rate. While this is a worthwhile exercise, it fails to consider the myriad of strategic options that are associated with many investments. This model provides the ability to identify what options might exist in your proposal and the tools to estimate the quantification of them. The key features of this model include: Ease and flexibility of input, with embedded help prompts; Informative 'Quick Start' menu for choosing the correct tool for the situation; Modified Black Scholes models to value the options to delay, expand, or abandon investments; Automatic binomial 'tree' builder model to evaluate complex strategic options with multiple stages; Nash equilibrium Game Theory model to evaluate market entry strategies in a competitive environment; and Ability to predefine historical investment and/or industry risk profiles to utilize across models. | System Requirements:
Requires Microsoft Excel 97 or higher | | Real Option Valuation 1.0 Download from excelbusinesstools.com |
| Similar software: | - Investment and Business Valuation 1.0 — The Investment and Business Valuation template is ideal for evaluating a wide range of investment, financial analysis and business case scenarios. Analysis performed includes accounting impact, Economic Value Added, and NPV of cash flows.
- Project Planning and Management 1.0 — The Project Planning and Management template is designed as a generic solution to plan and manage any project from start to finish. Automated features include Gantt scheduling, participant workbook creation, and progress update from remote files.
| | Find all software similar on Real Option Valuation 1.0 |
|
