Real Options for Analysts Course

Seminar Curriculum and Details

MODULE 6: Real Options Analysis: Theory and Background
Chapter 1: Introduction to Real Options: What, Where, Who, When, How, and Why?
Chapter 2: Sample Applied Business Cases
Chapter 3: Overview of Different Options Valuation Techniques: Comparison between financial and real options
Chapter 4: Risk-Neutral Probability Technique
Chapter 5: Solving a Basic European and American Call Option
Chapter 6: Using Microsoft Excel to Solve a Basic European and American Call Option
Chapter 7: Solving Basic Abandonment, Expansion, Contraction, and Chooser Options

MODULE 7: Real Options Analysis: Application with SLS Software
Chapter 1: Overview of the Different SLS Modules and Volatility Estimates
Chapter 2: Volatility Estimates
Chapter 3: Solving Options with Changing Inputs and Customized Exotic Options
Chapter 4: MSLS: Multiple Sequential Compound Options
Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options using Trinomial, Quadranomial, and Pentanomial Lattices
Chapter 6: Framing Real Options - Structuring the Problem
Chapter 7: The Next Steps...

MODULE 8: Optimization with Risk Simulator
Chapter 1: Introduction to Optimization
Chapter 2: Continuous Optimization
Chapter 3: Integer Optimization