Aplikace metody reálných opcí při stanovení flexibilní hodnoty strojírenského podniku

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Kantová, Michaela

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Vysoká škola báňská - Technická univerzita Ostrava

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Abstract

This thesis deals with the determination of equity and value of the active interventions of company Papcel a.s. on the date 1. 1. 2014. These values are ensured by the methodology of real options. The thesis is divided into five chapters and actually into two logical parts. The first part covers theoretical information and general knowledge regarding options. The second one includes a practical experience and procedures which were implemented in the described company.

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Import 04/11/2015

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real options, flexibility, binomial model, replication strategy, equity valuation, intrinsic value, underlying asset, strike price, active management approaches, call option, put option, american option

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