Amram and Kulatilaka's Real Options by GAUSS

Chapter 2 Uncertainty Creates Opportunities

Chapter 3 Option Valuation: The Nobel Prize-Winning Breakthrough

Chapter 4 From Wall Street to Main Street: Options on Real Assets

Chapter 5 Disciplined Strategy

Chapter 6 Quick Lessons

Chapter 7 The Four-Step Solution Process

Chapter 8 Calculating Option Values

Chapter 9 Adjusting for Leakage in Value

Chapter 10 Valuing a Start-up

Chapter 11 Investing in a Start-up

Chapter 12 Exploring for Oil

Chapter 13 Developing a Drug

Chapter 14 Investing in Infrastructure

Chapter 15 Valuing Vacant Land

Chapter 16 Buying Flexibility

Chapter 17 Combining Real and Financial Flexibility

Chapter 18 Investing to Preempt Competitors

Chapter 19 Writing a License

Appendix A Quick Introduction to Discounted Cash Flow and the Estimation of Volatility


This is a GAUSS version of its programming guide(programmable parts only). Buy and read the textbook above along with this guide.

This book is basically a reading with few numerical examples in each chapter. I try to make some numerical examples for programming.

by Yasutaro Kogane

Home