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Assessing the Economic Value of Venture Capital Contracts: An Option Pricing Approach

Assessing the Economic Value of Venture Capital Contracts: An Option Pricing Approach

Paperback

Series: Ebs-Forschung, Schriftenreihe Der European Business School S, Book 78

Investing & Finance

ISBN10: 3834928127
ISBN13: 9783834928122
Publisher: Gabler Verlag
Published: Feb 10 2011
Pages: 153
Weight: 0.47
Height: 0.37 Width: 5.83 Depth: 8.27
Language: English
Dr. Jil Caroline Onimus identifies the baskets of real options embedded in model venture capital contracts as published by the National Venture Capital Association (NVCA) and shows how they can be priced in interaction using Least Squares Monte Carlo simulation.

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Investing & Finance