Aplikace metodologie reálných opcí dle business modelu

Abstract

The theme of the diploma thesis is the application of the methodology of real options in valuation of the company. The methodology of real options is a relatively new approach of valuation, selection and managing of strategic business investment. Allows more flexible management approach to investment decisions and hence better adapt to quickly changing conditions on the market. The aim of the diploma thesis is to use a metodology of real options to determine value of equity and active interventions of management of the company ABC, Inc. For pricing option is use a binomial pricing model for several periods, assuming the discrete evolution of the underlying asset price in time and replication strategy that is based on a risk-neutral approach.