Real Options Valuation, Inc. - Whitepapers and Case Studies

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Welcome to Real Options Valuation, Inc.'s download center. Here you will be able to download trial versions of our software, full versions of the software you have purchased (license information required to install these full versions), product brochures, case studies and white papers, and sample training videos to help you get started in using our software, as well as sample Excel models to use with Risk Simulator and Real Options Super Lattice Solver software.

WHITEPAPERS AND CASE STUDIES

The following are sample case studies, corporate applications, sample chapters, white papers, and applied examples from Dr. Mun's many books. Feel free to download and disseminate. For the actual cases, please refer to Dr. Johnathan Mun's "Modeling Risk (Second Edition): Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization," (Wiley, 2010) and Dr. Johnathan Mun's "Real Options Analysis: Tools and Techniques, Second Edition," (Wiley, 2005).

White Papers:

A Quick Primer on Risk and Decision Analysis for Everyone: Applying Monte Carlo Simulation, Real Options, Forecasting, and Portfolio Optimization

A Quick Risk Primer for Actuaries, Insurance Companies, and Banks

A Quick Risk Primer for the Military

A Comparison between Real Options and Traditional Analysis in Layman's Terms

Case Studies:

Alternate Uses of Real Estate Development Strategy (Real Options and Monte Carlo Simulation)

Basel II/III Credit Risk and Market Risk

Biopharmaceutical Industry's Manufacturing Flexibility (Real Options)

Boeing Company and the Global Earth Observation System of Systems (Real Options)

Convertible Warrants/Protective Puts in Negotiation and Acquisitions (Financial Options)

Credit Risk Analysis in Corporate Restructuring (Simulation and Optimization)

Financial Planning with Simulation (Monte Carlo Simulation)

High-Tech Manufacturing (Real Options and Simulation)

Hospital Risk Management (Simulation and Queuing Theory)

How Real Options Mitigates IT Enterprise Security Risks

Integrated Risk Analysis (Real Options, Simulation, Forecasting, Optimization)

IT Information Security Intrusion Risk Management

Manufacturing in the Automotive Aftermarket (Simulation and Optimization)

Oil and Gas Exploration and Production (Simulation)

Case Study Oil and Gas Lease Negotiations State of California

Oil and Gas Option to Defer (Real Options)

Pharmaceutical and Biotech Deal Structuring (Real Options and Simulation)

Pharmaceutical Stage-Gate Development with Sequential Compound Options (Real Options)

Real Options in the U.S. Military Strategy (Real Options Analysis and KVA Analysis)

Risk Analysis and Real Options in Real Estate Development (Real Options and Simulation)

Risk-Based Executive Compensation Valuation (Simulation and Financial Options)

Risk Based Schedule Planning

U.S. Naval Strategic Warfare Intelligence (Real Options)

Valuing Employee Stock Options Under 2004 FAS 123R (Financial Options)

Applied Examples:

Sequential Compound Options

Application White Papers:

Advanced Data Diagnostics
Automated testing for Heteroskedasticity, Multicollinearity, Micronumerosity, Nonlinearity, Stationarity

Data and Statistical Analysis
Automated testing for descriptive statistics, outliers, normality, data fitting and many others

Forecasting - ARIMA (autoregressive integrated moving average)

Forecasting - Cubic and Nonlinear Splines

Forecasting - Exponential J and Logistic S Curves

Forecasting - Markov Switching Regime

Forecasting - Nonlinear Extrapolation

Forecasting - Regression and Basic Econometrics

Forecasting - Stochastic Processes (random walk, mean reversion, jump diffusion)

Forecasting - Time-Series Decomposition

Optimization - Continuous Portfolio Optimization

Optimization - Discrete Project Selection

Optimization - Efficient Frontier

Optimization - Inventory Optimization

Optimization - Optimal Pricing with Elasticity

Optimization - Optimal Timing

Optimization - Stochastic Optimization

Project Management (PERT, CPM, Time and Cost Estimation)

Risk Simulation Basics

Six Sigma - CPK Capability, Control Charts, Specification Models

Six Sigma - Parametric and Nonparametric Hypothesis Tests

Six Sigma - Sample Size Determination

Six Sigma - Statistical Probability Determination

Sample Book Chapters:

Chapter 1 from Real Options Analysis, Second Edition (Wiley 2005)

Chapter 1 from Modeling Risk: Applying Simulation, Real Options, Forecasting, Optimization (Wiley 2006)

Chapter 2 from Modeling Risk: Applying Simulation, Real Options, Forecasting, Optimization (Wiley 2006)

Corporate Applications:

Gemplus International S.A.

Intellectual Properties LLC

Schlumberger, Inc.

Sprint

The Timken Company

4101-F Dublin Blvd., Suite 425, Dublin, California 94568 Tel: +1.925.271.4438 e-mail : admin@realoptionsvaluation.com
© Copyrights 2005-2011 by Real Options Valuation, Inc. All Rights Reserved.
® Real Options Valuation, Risk Simulator, Real Options SLS, ESO Toolkit, ROV Extractor, ROV Evaluator, ROV Dashboard, ROV Compiler, ROV BizStats, ROV Basel II Modeling Toolkit, Integrated Risk Management, and Strategic Risk Intelligence are all registered trademarks of Real Options Valuation, Inc. All rights reserved.
Some elements of our software are Patent Pending.