Investment under uncertainty

Frontmatter -- Contents -- Preface -- Part I. Introduction -- Chapter 1. A New View of Investment -- Chapter 2. Developing the Concepts Through Simple Examples -- Part II. Mathematical Background -- Chapter 3. Stochastic Processes and Ito's Lemma -- Chapter 4. Dynamic Optimization under Uncertainty -- Part III. A Firm's Decisions -- Chapter 5. Investment Opportunities and Investment Timing -- Chapter 6. The Value of a Project and the Decision to Invest -- Chapter 7. Entry, Exit, Lay-Up, and Scrapping -- Part IV. Industry Equilibrium -- Chapter 8. Dynamic Equilibrium in a Competitive Industry -- Chapter 9. Policy Intervention and Imperfect Competition -- Part V. Extensions and Applications -- Chapter 10. Sequential Investment -- Chapter 11. Incremental Investment and Capacity Choice -- Chapter 12. Applications and Empirical Research -- References -- Symbol Glossary -- Author Index -- Subject Index