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Vol 196
Pages:
185
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RUS

Specification of parameters of the investment valuation of the project on the method оf real options

Authors:
S. V. Lysak
About authors
  • Saint Petersburg State Mining University
Date submitted:
2011-08-28
Date accepted:
2011-10-25
Date published:
2012-02-01

Abstract

In article the problem of a choice of a method of an estimation of investment projects in prospecting and extracting branches is considered. As its decision in high-risk projects it is offered to use a method of real options. Specification of parameters of an investment estimation of evaluation of development section Tedinsky field by means of binomial model is spent.

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References

  1. Брусланова Н. Оценка инвестиционных проектов методом реальных опционов // Финансовый директор. 2004. 7. С.34-36.
  2. Дамодаран А. Инвестиционная оценка: Пер. с англ. М., 2004. 1342 c.
  3. Лукашов А.В. Монте-Карло для аналитиков. Как грамотно моделировать и измерять риски // Риск- менеджмент. 2007. № 3. С.72-77.

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