Click here for our detailed Modeling Toolkit Brochure and please contact us at admin@realoptionsvaluation.com for more information on our new Modeling Toolkit and how we can assist!

The Modeling Toolkit (with the Premium Edition) provides the following analytical software and modeling toolkits:

· MODELING TOOLKIT SOFTWARE

· RISK SIMULATOR SOFTWARE

· REAL OPTIONS SLS SOFTWARE

MODELING TOOLKIT 

Real Options Valuation, Inc. is proud to present its latest innovation, the Modeling Toolkit (PLATINUM Edition). This toolkit comprises over 800 analytical models, functions and tools, and about 300 analytical model Excel/SLS templates and example spreadsheets covering the areas of risk analysis, simulation, forecasting, Basel II risk analysis, credit and default risk, statistical models, and much more! This toolkit is a set of mathematically sophisticated models written in C++ and linked into Excel spreadsheets. There are over 1100 models, functions, with spreadsheet and SLS templates in this toolkit and the analytical areas covered include:

 Analytics

1.     Central Limit Theorem  

2.     Central Limit Theorem (Lottery Analysis)

3.     Flaw of Averages

4.     Mathematical Integration

5.     Parametric and Nonparametric Hypothesis Tests Dataset

6.     Projectile Motion

7.     Regression Diagnostics

8.     Ships in the Night

9.     Statistical Analysis

10.   Weighting of Ratios

Banking Models

11.   Audit of Construction Lending

12.   Banker's Construction Budget

13.   Classified Breakeven Loan Inventory

14.   Classified Loan Borrowing Base

15.   Classified Loan Cash Budget and Overdraft Facilities

16.   Federal Reserve Camels Rating System

17.   Firm in Financial Distress

18.   Project Finance Risk Rating Model

19.   Queuing Models

20.   Reconciling Enron’s Cash Flow

21.   Risk Rating Model

22.   Sample Cash Flows  

23.   Sensitivity Projections

24.   Stochastic Loan Pricing Model

25.   Valuation and Appraisal

Credit Analysis

26.   Credit Default Swaps and Credit Spread Options

27.   Credit Default Swaps (with Counterparty Defaults and Correlations)

28.   Credit Premium

29.   Credit Risk and Effects on Prices

30.   External Debt Rating and Spreads

31.   Internal Credit Risk Rating Model

32.   Profit Cost Analysis of New Credit

 Debt Analysis

33.   Asset Equity Parity Model

34.   Cox Model on Price and Yield of Risky Debt with Mean Reverting Rates

35.   Debt Repayment and Amortization

36.   Debt Sensitivity Models

37.   Merton Price of Risky Debt with Stochastic Asset and Interest

38.   Vasicek Debt Option Valuation

39.   Vasicek Price and Yield of Risky Debt

 Decision Analysis

40.   Decision Tree Basics

41.   Decision Tree with EVPI, Minimax and Bayes Theorem

42.   Economic Order Quantity and Inventory Reorder Point

43.   Economic Order Quantity and Optimal Manufacturing

44.   Expected Utility Analysis

45.   Inventory Control

46.   Queuing Models

Exotic Options

47.   American, Bermudan and European Options     

48.   Asian Arithmetic      

49.   Asian Geometric      

50.   Asset or Nothing      

51.   Barrier Options      

52.   Binary Digital Options      

53.   Cash or Nothing      

54.   Commodity Options    

55.   Complex Chooser 

56.   Credit Spread Options   

57.   Currency Options      

58.   Double Barriers      

59.   Exchange Assets    

60.   Extreme Spread      

61.   Foreign Equity Linked Forex      

62.   Foreign Equity Domestic Currency     

63.   Foreign Equity Fixed Forex      

64.   Foreign Takeover Options      

65.   Forward Start      

66.   Futures and Forward Options      

67.   Gap Options      

68.   Graduated Barriers      

69.   Index Options     

70.   Inverse Gamma Out-of-the-money Options     

71.   Jump Diffusion      

72.   Leptokurtic and Skewed Options      

73.   Lookback Fixed Strike Partial Time      

74.   Lookback Fixed Strike      

75.   Lookback Floating Strike Partial Time     

76.   Lookback Floating Strike     

77.   Min and Max of Two Assets      

78.   Option Collar      

79.   Options on Options      

80.   Perpetual Options      

81.   Simple Chooser      

82.   Spread on Futures      

83.   Supershares       

84.   Time Switch      

85.   Trading Day Corrections      

86.   Two Assets Barrier      

87.   Two Assets Cash      

88.   Two Assets Correlated      

89.   Uneven Dividends      

90.   Writer Extendible      

Forecasting

91.   Brownian Motion Stochastic Process

92.   Data Diagnostics

93.   Econometric, Correlations and Multiple Regression Modeling

94.   Exponential J-Growth Curves

95.   Forecasting Manual Computations

96.   Jump-Diffusion Stochastic Process

97.   Linear Interpolation

98.   Logistic S-Growth Curves

99.   Markov Chains and Market Share

100.Mean-Reverting Stochastic Process

101.Multiple Regression

102.Nonlinear Extrapolation

103.Stochastic Processes and Yield Curves

104.Stock Distribution at Horizon

105.Time-Series Analysis

106.Time-Series ARIMA

Industry Applications

107.Asset Liability Management ALM

108.Biotech – Manufacturing Strategy

109.Biotech – In-licensing and Deal Structuring

110.Biotech – Investment Valuation

111.Electric Utility – Efficient Frontier Generation

112.Electric Utility – Electricity Contract Risk

113.Information Technology – Forecasting Use

114.Information Technology – Decision Analysis

115.Pensions – Closed Group Portfolio Matching

116.Pensions – Accounting Modeling and Optimization

117.Real Estate – Commercial ROI

Optimization

118.Capital Investments (Part A)

119.Capital Investments (Part B)

120.Continuous Portfolio Allocation

121.Discrete Project Selection

122.Inventory Optimization

123.Investment Portfolio Allocation

124.Military Portfolio and Efficient Frontier

125.Optimal Pricing with Elasticity

126.Optimization of a Harvest Model

127.Optimizing Ordinary Least Squares

128.Stochastic Portfolio Allocation

 Options Analysis

129.Binary Digital Instruments

130.Inverse Floater Bond Lattice Maker

131.Options Adjusted Spreads on Debt

132.Options on Debt

133.Options Trading Strategies

Probability of Default

134.Empirical (Individuals)

135.External Options Model  (Public Company)

136.Merton Internal Model (Private Company)

137.Merton Market Options Model  (Industry Comparable)

138.Yields and Spreads (Market Comparable)

Project Management

139.Cost Estimation Model

140.Critical Path Analysis (CPM PERT GANTT)

141.Project Timing

Real Options SLS

142.     Employee Stock Options - Simple American Call             

143.     Employee Stock Options - Simple Bermudan Call with Vesting             

144.     Employee Stock Options - Simple European Call             

145.     Employee Stock Options - Suboptimal Exercise              

146.     Employee Stock Options - Vesting and Suboptimal Exercise             

147.     Employee Stock Options - Vesting, Blackout, Suboptimal, Forfeiture             

148.     Exotic Options - American Call Option with Dividends             

149.     Exotic Options - Accruals on Basket of Assets             

150.     Exotic Options - American Call Option on Foreign Exchange             

151.     Exotic Options - American Call Option on Index Futures             

152.     Exotic Options - Barrier Option - Down and In Lower Barrier             

153.     Exotic Options - Barrier Option - Down and Out Lower Barrier              

154.     Exotic Options - Barrier Option - Up and In Upper Barrier Call             

155.     Exotic Options - Barrier Option - Up and In, Down and In Double Barrier Call             

156.     Exotic Options - Barrier Option - Up and Out Upper Barrier Call              

157.     Exotic Options - Barrier Option - Up and Out, Down and Out Double Barrier Call              

158.     Exotic Options - Basic American, European, versus Bermudan Call Options             

159.     Exotic Options - Chooser Option              

160.     Exotic Options - Equity Linked Notes             

161.     Exotic Options - European Call Option with Dividends              

162.     Exotic Options - Range Accruals             

163.     Options Analysis - Plain Vanilla Call Option I             

164.     Options Analysis - Plain Vanilla Call Option II            

165.     Options Analysis - Plain Vanilla Call Option III         

166.     Options Analysis - Plain Vanilla Call Option IV        

167.     Options Analysis - Plain Vanilla Put Option             

168.     Real Options - Abandonment American Option             

169.     Real Options - Abandonment Bermudan Option              

170.     Real Options - Abandonment Customized Option              

171.     Real Options - Abandonment European Option              

172.     Real Options - Contraction American and European Option             

173.     Real Options - Contraction Bermudan Option              

174.     Real Options - Contraction Customized Option             

175.     Real Options - Dual-Asset Rainbow Option Pentanomial Lattice             

176.     Real Options – Excel-based Options Models

177.     Real Options - Exotic Complex Floating American Chooser             

178.     Real Options - Exotic Complex Floating European Chooser             

179.     Real Options - Expand Contract Abandon American and European Option             

180.     Real Options - Expand Contract Abandon Bermudan Option             

181.     Real Options - Expand Contract Abandon Customized Option I             

182.     Real Options - Expand Contract Abandon Customized Option II             

183.     Real Options - Expansion American and European Option             

184.     Real Options - Expansion Bermudan Option              

185.     Real Options - Expansion Customized Option             

186.     Real Options - Jump Diffusion Calls and Puts using Quadranomial Lattices             

187.     Real Options - Mean Reverting Calls and Puts using Trinomial Lattices             

188.     Real Options - Multiple Asset Competing Options (3D Binomial)             

189.     Real Options - Multiple Phased Complex Sequential Compound Option             

190.     Real Options - Multiple Phased Sequential Compound Option             

191.     Real Options - Multiple Phased Simultaneous Compound Option             

192.     Real Options - Simple Calls and Puts using Trinomial Lattices             

193.     Real Options - Simple Two Phased Sequential Compound Option             

194.     Real Options - Simple Two Phased Simultaneous Compound Option             

195.     Real Options - Strategic Cases - High-Tech Manufacturing Strategy A             

196.     Real Options - Strategic Cases - High-Tech Manufacturing Strategy B             

197.     Real Options - Strategic Cases - High-Tech Manufacturing Strategy C             

198.     Real Options - Strategic Cases - Oil and Gas - Strategy A             

199.     Real Options - Strategic Cases - Oil and Gas - Strategy B             

200.     Real Options - Strategic Cases - R&D Stage-Gate Process A             

201.     Real Options - Strategic Cases - R&D Stage-Gate Process B              

202.     Real Options - Strategic Cases - Switching Option's Strategy A             

203.     Real Options - Strategic Cases - Switching Option's Strategy B            

204.     Trinomial Lattices - American Call Option

205.     Trinomial Lattices - American Put Option

206.     Trinomial Lattices - European Call Option

207.     Trinomial Lattices - European Put Option

208.     Trinomial Lattices - Mean Reverting American Call Option

209.     Trinomial Lattices - Mean Reverting American Put Option

210.     Trinomial Lattices - Mean Reverting European Call Option

211.     Trinomial Lattices - Mean Reverting European Put Option  

212.     Trinomial Lattices - Mean Reverting American Abandonment Option

213.     Trinomial Lattices - Mean Reverting American Contraction Option

214.     Trinomial Lattices - Mean Reverting American Expansion Option

215.     Trinomial Lattices - Mean Reverting American Abandonment, Contraction, Expansion

216.     Trinomial Lattices - Mean Reverting Bermudan Abandonment, Contraction, Expansion