Overview
- Systematic analysis based on simulation and historical background
- Necessary theory is provided
- New: covering the time period of the financial crisis 2008
- Includes supplementary material: sn.pub/extras
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Table of contents (6 chapters)
Keywords
About this book
Authors and Affiliations
About the author
Marcus Schulmerich received his doctoral degree with Prof. Ulrich Hommel, Ph.D., Endowed Chair of Corporate Finance and Capital Markets at the ebs Business School in Wiesbaden, Germany. He is a Mathematician by training, focusing on Financial Engineering, and earned his MBA from the M.I.T. Sloan School of Management in Cambridge, MA / USA.
Dr. Schulmerich works as a Product Specialist for quantitative equity and hedge fund strategies with State Street Global Advisors (SSgA) in Munich, Germany, covering the complete EMEA region (Europe, Middle East and Africa). He is a frequent guest lecturer at the ebs and other universities for courses in "Financial Engineering", "Risk Management" and "Derivatives" and publishes regularly on Finance and Asset Management in newspapers, magazines and books.
Bibliographic Information
Book Title: Real Options Valuation
Book Subtitle: The Importance of Interest Rate Modelling in Theory and Practice
Authors: Marcus Schulmerich
DOI: https://doi.org/10.1007/978-3-642-12662-8
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-642-12661-1Published: 13 August 2010
Softcover ISBN: 978-3-642-44131-8Published: 14 October 2014
eBook ISBN: 978-3-642-12662-8Published: 03 August 2010
Edition Number: 2
Number of Pages: XVIII, 389
Topics: Macroeconomics/Monetary Economics//Financial Economics, Applications of Mathematics, Probability Theory and Stochastic Processes, Finance, general, Quantitative Finance