日時:
(Date&Time) |
3月1日(土)午後12時30分から (Saturday, March 1, 12:30pm〜) |
報告者:
(Speaker) |
Goran BERGENDAHL |
所属:
(Affiliation) |
Goteborg University (Sweden) |
論題:
(Topic) |
"Real Option and Risk Management" |
概要: (Abstract) |
- Risk Management and Decision Analysis
- Typical business risks and examples.
- General objectives.
- The Treatment of Nuclear Waste in Sweden
- Chicago tunnel collapse
- Multiple objectives
- Location of a department store
- Credit losses and efficient bank managemen
- Data Envelopment Analysis - DEA
- DEA for Nordic banks
- Financial Risk Management
- Interest rate risks
- Currency risks
- Hedging in the forward market
- AB Elof Hansson
- Hedging tender offers
- AB Tartan
- Hedging stock positions
- Reflex Corporation
- Need for Real Options
- Options - real and financial
- Real options and investment decisions
- “Now or Never” - Drawbacks with classical methods
- Classical methods and risk
- Certainty equivalents vs. risk-adjusted discount rates
- Sequential investment decisions
- Investment in trams in Gothenburg
- Investment in a natural gas pipeline
- The freeway Halmstad - Hallandsasen
- When to use real options
- Real Options Valuation
- Common real options
- Solution methods
- Binomial trees
- A simple deferral option
- The Malmoe City Tunnel
- The future of real options valuation
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会場:
(Place) |
神戸大学経済経営研究所 会議室(研究所新館2階) Meeting Room (New Building 2nd floor) |
対象:
(Intended Audience) |
教官、院生、および同等の知識をお持ちの方
Faculty, graduate students, and people with equivalent knowledge |
備考:
(Note) |
論文のコピーは開催日当日に会場にご用意いたします。
Copies of the paper will be available on that day the seminar at meeting place. セミナー参加を希望される方は、お手数ですがご氏名、ご所属、ご連絡先(メイルアドレス)を事前に研究助成室までご連絡下さい。 If you are
interested in participating, please send us, Research Assistant Section, an email
including your name, affiliation, and email address beforehand.
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