A REAL OPTION MODEL FOR VALUING PROJECTS USING IMPLIED BINOMIAL TREES ADJUSTED BY PROJECT SKEWNESS AND KURTOSIS

A REAL OPTION MODEL FOR VALUING PROJECTS USING IMPLIED BINOMIAL TREES ADJUSTED BY PROJECT SKEWNESS AND KURTOSIS

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR === PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO === A avaliação dos projetos de investimentos é uma tarefa difícil para muitas empresas, especialmente para aqueles cujo flu...

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Bibliographic Details
Main Author:	OSCAR ENRIQUE MIRANDA CASTILLO
Other Authors:	LUIZ EDUARDO TEIXEIRA BRANDAO
Language:	English
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2017
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36994@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36994@2

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