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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