Hello. Does any one have experience in valuating real options with matlab? Will it be the same than financial options? All kind of help will be appreciated. Thanks.Danffer

I am in South America, so please give me the papers name and I wold find it some where else. thanks anyway.

thank you, I will check the book.

Hello everyone, Do you know how to valuate a Real Option? I know that Black-Scholes is not a good model for RO, but I don't know what other model to use. Thanks

Hey every one, I have to do an investigation for my Faculty of Economics about Monte Carlo Simulation, but I am free to chosee any kind of variable(s) to simulate. So do you any idea or suggest about any variable that could be simulate with MCM? Thank you.

<t>Hello, I hope some one could help me with this. I am doing a monte Carlo Simulation using Crystal Ball, the portfolio that I am using for this porpuse has bonds and I have to decide about which variable is better to be include as part of my historical data, prices or interest rates. Does duration...

<t>Hello, I hope some one could help me with this. I am doing a monte Carlo Simulation using Crystal Ball, the portfolio that I am using for this porpuse has bonds and I have to decide about which variable is better to be include as part of my historical data, prices or interest rates. Does duration...

Thank you EricT. I will use your suggestion to the estimation and let you know the results.

Hello every one. I am working with this simulation software an d I wonder how can I introduce the correlation in my simulation ?

<t>I started to use this simulation software recently, which is why I have some doubts about how it works. My interest is to use it for Monte Carlo simulation and them to estimate VaR. What I need to check is how can I have a correlate data or how can I introduce the correlation on the simulation th...

thank you

Hi every one,

I am working with monte carlo simulation and I have to chose a estocastic model to simulate a secuency of path precies. Does any one knows any specific model for this porpuse?
Thanks