Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal
Year of publication: |
2014
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Authors: | Samis, Michael ; Davis, Graham A. |
Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 3, p. 264-281
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Subject: | real options | project finance | gold hedge | mining | project valuation | Monte Carlo simulation | financial engineering | risk management | Realoptionsansatz | Real options analysis | Monte-Carlo-Simulation | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Projektfinanzierung | Project finance | Bergbau | Mining | Hedging | Financial Engineering | Financial engineering | Investitionsrisiko | Investment risk | Simulation |
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