Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal

Michael Samis; Graham A. Davis

Year of publication:	2014
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
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 \| Simulation \| Hedging \| Derivat \| Derivative \| Financial Engineering \| Financial engineering \| Goldbergbau \| Gold mining \| Investitionsrisiko \| Investment risk \| Finanzanalyse \| Financial analysis