Literature


Real Options – Bringing Out the Value of Your Company!

LITERATURE

The following pages summarize the literature relevant for the study of real options. Just click on the categories to obtain more details.

Please let us know in case you notice any omissions or errors.

If you want your research to be listed here, then please send copies of your publications and working papers to U. Hommel, P.O. Box 1237, 56172 Vallendar, Germany.

Select one of the following categories:

Real Options

Option Theory

Derivatives

Valuation

Articles

Tom Copeland; Vladimir Antikavov: “Real Options: A PractionerŽs Guide”, Texere, forthcoming January 2001.

Lenos Trigeorgis: “Real Options”, MIT Press, 1996.

A. K. Dixit/R. S. Pindyck: “Investment under Uncertainty”, Princeton University Press, 1994.

M. Amram/N. Kulatilaka: “Real Options”, HBS Press, 1999.

John C. Hull: Option, Futures and Other Derivatives, 4th edition, Prentice-Hall, 1999.

Salih N. Neftci: “An Introduction to the Mathematics of Financial Derivatives”, 2nd edition, Academic Press, 2000.

Klaus Sandmann: Einführung in die Stochastik der Finanzmärkte, Springer, 1999.

Paul Wilmott on Quantitative Finance (2 Volume Set), Wiley, 2000.

Hunt, P. J.; Kennedy, Joanne (2000): “Financial Derivatives in Theory and Practice”, Chichester et. al.: Wiley.

Copeland/Koller/Murrin: “Valuation”, 3rd edition, Wiley, 2000.

Workbook to Accompany Copeland/Koller/Murrin: “Valuation”, 3rd edition, Wiley, 2000.

BrealeyMyers: “Principles of Corporate Finance”, McGraw-Hill, 6th edition, 2000.

Bruno Wagner: “Die Biotech Aktie – Investieren in den Markt der Zukunft”, Uebereuther, 2000.

Günter Franke; Herbert Hax: Finanzwirtschaft des Unter- nehmens und Kapitalmarkt, 4th edition, Springer, 1999.

Associated with the: