Real Options SLS

  • Home
  • Real Options SLS

Real Options Super Lattice Solver (SLS) is a both a stand-alone software and spreadsheet accessible for analysing and calculating real options and incorporating them into custom spreadsheet models. The newly designed customised option modules allow you to create your own à la carte models, where all the mathematical equations and functions are visible, thus demystifying the approach and results, making them easier to understand and explain. Some of the real options, financial options, and employee stock options solved include:

American, Bermudan, Customised, and European Options
Abandonment, Contraction, Expansion, and Chooser Options
Changing Volatility Options
Exotic Single and Double Barrier Options
Financial Options, Real Options, and Employee Stock Options
Multiple Underlying Asset and Multiple Phased Options
Simultaneous and Multiple Phased Sequential Compound Options
Specialised Options (Mean-Reversion, Jump-Diffusion, Rainbow)
Standalone software with Excel add-in functionality (simulation and optimisation compatible)
Support materials: 5 books, training DVD, live courses, user manual, help file, extensive library of example files, sample business cases, and live project consultants
Visible equations and functions
Volatility computation models
Plus any and all user-defined customised options
Leverage existing static NPV analysis and add layers of sophistication including dynamic simulation, real options analysis, and optimisation
Use a framework for identifying, valuing, selecting, and prioritising the right projects
Gain additional insights into strategic value and management flexibility in decision making
Correctly evaluate a project's strategic intrinsic value and eliminate the possibility of undervaluing the strategic value of certain projects
Identify, frame, and value future strategic opportunities
Incorporate new decisions over time, as opposed to NPV's requirement that all decisions be defined at the outset
Analyse multiple strategic decision pathways, as opposed to NPV's single decision pathway
Use a reliable, repeatable, and consistent process for decision making
Receive a significant savings over hiring expensive third-party consultants to perform real options analysis
Use Monte Carlo simulation of risk variables
Work in a user-friendly software with powerful analysis tools
Solve problems that cannot be otherwise solved
American, Bermudan, Customised, and European Options
Abandonment, Contraction, Expansion, and Chooser Options
Changing volatility and changing term structures
Complex and Customised Simultaneous and Multiple Phased Sequential Compound Options
Exotic Single and Double Barrier Options
Financial Options, Real Options, and Employee Stock Options
Multiple Underlying Asset and Multiple Phased Options
Specialised Options (Mean-Reversion, Jump-Diffusion, Rainbow)
Any and all user-defined customised option models
Closed-form American and European option models
Binomial lattices, trinomial lattices, quadranomial lattices, and pentanomial lattices
Path-dependent simulations with the Risk Simulator software
A user-friendly interface
A comprehensive User Manual, illustrating each module's functionality with case examples and applications
Short Strategic Business Cases illustrating real-life applications of real options, starting with the framing of the problem through to its software solution
Multiple new approaches to calculating Volatility
Ability to create Customised Options
Visible Equations and Calculations in the customised options modules, allowing for
Monte Carlo simulation, forecasting, and optimisation, as well as linking and embedding formulas from other spreadsheets
Compatible with Risk Simulator to run Monte Carlo simulation, forecasting, and optimisation

Advanced analytical tools such as the SLS and Risk Simulator might be easy to use but may get the analyst in trouble if used inappropriately. Sufficient theoretical understanding coupled with pragmatic application experience is vital; therefore, training is critical. The Real Options for Executives training is a one-day course focused on high-level real options topics. Topics covered include what real options are, how to identify them, why the analysis is important, actual business cases (who have used them and how they are used), and modeling examples. Real Options for Analysts training is for the analysts who want to begin applying real options in their work, but lack the hands-on experience with real options analytics and modeling. This two-day course covers how to set up real options models, apply real options, and solve real options problems using simulation, closed-form mathematics, and binomial lattices. It focuses on detailed case studies and practice valuation models using the SLS software. Also available are Risk Analysis courses on using Monte Carlo simulation, time-series forecasting, stochastic optimisation, and risk analysis using the Risk Simulator software, as well as real options courses with an emphasis on customised on-site trainings (real options trainings customised to your firm’s exact needs based on your business cases). Consulting services are also available, including the framing of real options, risk analytics, model building, decision analysis, and software customisation.

At vero eos et accusamus et iusto odio digni goikussimos ducimus qui to bonfo blanditiis praese. Ntium voluum deleniti atque.

Melbourne, Australia
(Sat - Thursday)
(10am - 05 pm)