| TPPE60 | Real Options, 4,5 ECTS credits. /Reala optioner/ |
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Area of Education: Subject area: |
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| Advancement level
(A-D): D
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| Aim: The course provides introductory coverage of the theoretical and practical elements for applying the concepts of financial options to real asset investment management. The course emphasizes problem identification, framing, and valuation of practical business problems, especially those related to the firm’s operations strategy. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) TPPE05 Capital Budgeting and Financial Markets TPPE07 Production and Operations Management TAOP27 Operations Research, extended course TAMS65 Mathematical Statistics, second course Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Organisation: Lectures 24 h, Seminars 10h, Lab 8h. The lectures are mainly concerned with presenting theories, models, and methods. The discussion-based seminars illuminate the theories and the pros and cons of different methods; partly via practical applications. |
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| Course contents: Traditional methods in investment management, Introduction to option valuation, (Non-analytical) methods for option valuation, Fundamentals of real options, Valuation of non-financial options, Option-based assessment of operations related issues. |
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| Course literature: TBA |
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| Examination: | |||
| Final grade is based on written assignments and discussion participation. |
3 p |
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Course language is Swedish. Department offering the course: IPE. Director of Studies: Janerik Lundquist Examiner: Martin West Course Syllabus in Swedish |
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