Financial factor models for correlated inputs in the simulation of project cash flows (Record no. 182020)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01462nab a2200181 4500 |
| 008 - CÓDIGOS DE INFORMACIÓN DE LONGITUD FIJA - INFORMACIÓN GENERAL | |
| Campo de control de longitud fija | 260224s2010 xxu |
| 245 00 - TITULO | |
| Título | Financial factor models for correlated inputs in the simulation of project cash flows |
| 260 ## - PUBLICACION, DISTRIBUCION, ETC | |
| Lugar de publicación, distribución, etc. | |
| Nombre de publicador, distribuidor, etc. | |
| Fecha de publicación, distribución, etc. | dic. 2010 |
| 270 ## - FECHA DE CARGA | |
| Fecha de carga | 26/05/2011 ; 26/05/2011 |
| 300 ## - DESCRIPCION FISICA | |
| Otra extensión | 3 p. ; 54-57 |
| 520 ## - RESUMEN, ETC | |
| Resumen | Transcripción del resumen del autor: In this paper we discuss a coherent and consistent framework for valuation of large-scale projects—the risk-neutral valuation scheme. This valuation framework deals with the uncertainties at the source instead of risk-adjusting the discounted cash flows. The uncertainties are categorized into two groups; market (public) uncertainties and technical (private) uncertainties. Some of the uncertainties are dependent on each other and ignoring such inter-dependencies will affect the valuation results. However, for problems with a large number of sources of uncertainties, the assessment of inter-dependencies becomes complex and burdensome. In this paper, we introduce financial factor models to simplify the correlation assessment problem. The factor models can be integrated with the logic of risk-neutral valuation and will form a consistent approach to valuation. |
| 581 ## - ESTADO DE COLECCIÓN | |
| Estado de colección | 1-2 |
| 773 0# - CORRECCIÓN | |
| Título | Journal of Petroleum Science & Engineering |
| Partes relacionadas | 75 |
| 942 ## - DESC. DE MATERIAL | |
| Tipo de item KOHA | Artículo de Revista |
| 100 1# - RESPONSABLE PERSONAL | |
| Apellido, Nombre | Jafarizadeh, Babak |
| 9 (RLIN) | 50012 |
| Biblioteca propietaria | Biblioteca actual | Fecha de adquisición | Inventario | Total de préstamos | Inventario | Fecha de carga | Tipo de item KOHA |
|---|---|---|---|---|---|---|---|
| Biblioteca Alejandro Angel Bulgheroni | Biblioteca Alejandro Angel Bulgheroni | 05/03/2026 | 200054060 | 200054060 | 05/03/2026 | Artículo de Revista |
