analyticalQ Contact Flexibility Decision Analysis

Table of Contents

Preface
1 Introduction
2 Definition of Flexibility
3 Valuing Flexibility
4 Applications of Flexibility
5 Decision Analysis
6 Option Pricing
7 Hybrid Valuation Methods
8 Life Decisions
9 Consumer Decisions
10 Energy Markets
11 Conclusions and Guidelines
Web Resources
  References

 

Book based on my PhD and subsequent work experience.

Decision Making for Flexibility

by Anne Ku

 

Chapter 6
Option Pricing

  • market based
  • behaviour of the underlying
  • Black Scholes and other models
  • derivatives are instruments that offer flexibility for the user
  • different types of derivatives

 

Copyright Anne Ku 2000