[en] CHECKING THE VALUE ADDITION ON THE VALUATION OF A DEVELOPMENT OIL FIELD USING REAL OPTIONS MODEL WITH OIL PRICES FOLLOWING A MEAN REVERSION PROCESS

[en] CHECKING THE VALUE ADDITION ON THE VALUATION OF A DEVELOPMENT OIL FIELD USING REAL OPTIONS MODEL WITH OIL PRICES FOLLOWING A MEAN REVERSION PROCESS

[pt] Esta dissertação procura estudar os critérios de análise de investimentos baseados na metodologia do Valor Presente Líquido e de Opções Reais seguindo o processo estocástico de Reversão à Média fazendo uso de um caso prático na indústria de petróleo. O estudo de caso é a análise de viabilid...

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Bibliographic Details
Main Author:	MAURICIO VIDAL FRANCA SCHAFFER
Other Authors:	JOSE PAULO TEIXEIRA
Language:	pt
Published:	MAXWELL 2003
Subjects:	[pt] OPCOES REAIS [en] REAL OPTIONS [pt] FINANCA [en] FINANCE [pt] PROCESSO ESTOCASTICO [en] STOCHASTIC PROCESS [pt] MOVIMENTO DE REVERSAO A MEDIA [en] MEAN REVERSION MOTION
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3700@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3700@2 http://doi.org/10.17771/PUCRio.acad.3700

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