You can also visit our mirror download
site if you have problems downloading from this page
Brochures
Case Studies, Papers, Books
Free Models
Getting Started Videos
Software Downloads
System Detail and Troubleshooting Tool
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, 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. Check back occasionally for any updated models, examples, and whitepapers. Some of the files require
Adobe Acrobat Reader
and
Windows Media Player. Simply click on the download links to obtain the files. Alternatively, depending on your computer security settings, if nothing happens when you click on the links, simply right-click and select Save Target As to a location on your computer.
BROCHURES 
Click here to Download
All of ROV's Comprehensive
Brochures
Software
Brochures:
Risk Simulator Functionality Map
Risk Simulator
Brochure
Real Options SLS Functionality Map
Real Options SLS
Brochure
Employee
Stock Options Valuation Toolkit
Modeling Toolkit
(List of Models and Functions)
ROV Biz Stats
ROV Compiler
ROV Dashboard
ROV Extractor
& Evaluator
ROV
Modeler
Brochure (ROV Modeler, ROV Optimizer, ROV Valuator)
Software User
Manuals:
Risk Simulator -
Select Language:
English
Chinese
Spanish
Japanese
French
German
Italian
Portuguese
Real Options
SLS -
Select Language:
English
Chinese
Spanish
Japanese
French
German
Italian
Portuguese
ROV Modeler -
Select Language:
English
Chinese
Spanish
Japanese
Employee Stock Options Valuation
Toolkit
ROV Biz Stats
ROV Compiler -
Select Language:
English
Chinese
Spanish
Japanese
Italian
French
German
Portuguese
ROV Extractor & Evaluator -
Select Language:
English
Chinese
Spanish
Japanese
Italian
French
German
Competition:
Product and Services Competitive
Comparison
Training:
Training DVD Set
Training DVD Detailed Modules List
Live Seminars Information
Detailed Course Outlines
References:
Biography and Adoption Rate
Testimonials
CASE STUDIES, WHITE PAPERS, AND BOOKS
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: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization," (Wiley, 2006) 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)
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)
Integrated Risk Analysis (Real Options, Simulation, Forecasting, Optimization)
Manufacturing in the Automotive Aftermarket (Simulation and Optimization)
Oil and Gas Exploration and Production (Simulation)
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)
U.S. Naval Strategic Warfare Intelligence (Real Options)
Valuing Employee Stock Options Under 2004 FAS 123R (Financial Options)
Applied
Examples:
Multinomial Options
Options to Abandon
Options to Choose
Options to Contract
Options to Expand
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
SOFTWARE DOWNLOADS
SOFTWARE DOWNLOAD: RISK SIMULATOR
2010 (Release B)
(ENGLISH, CHINESE, FRENCH,
GERMAN, ITALIAN, JAPANESE, PORTUGUESE, SPANISH)
FULL & TRIAL VERSION DOWNLOAD:
Download the Risk Simulator 2010
(B) software
This is a full version of the software but will expire in
10 days, during which you can purchase a license to permanently unlock the software.
Please first uninstall all previous versions of
Risk Simulator before installing this newer version.
Please check that the downloaded file is about 160MB (if it
is significantly smaller, you may have no downloaded it
correctly, and please re-download and save as a different
file name, or
use this mirror site to download the
file).
To permanently unlock the software,
purchase a license and e-mail us your Hardware ID (after installing the software, start
Excel, click on
Risk Simulator, License, and e-mail
admin@realoptionsvaluation.com the
16 to 20 digit Hardware ID located on the bottom left of the splash screen). We will then e-mail you a permanent license file.
Save this file to your hard drive, start Excel, click on
Risk Simulator, License, Install
License and point to the location of this license file, restart Excel and you are now permanently licensed.
Installing the license only takes a few seconds.
System requirements, FAQ, and additional resources:
-
Windows XP, Vista (32 and 64 bit), or Windows 7
(32 and 64 bit)
- Microsoft Excel XP, 2003, 2007,
or 2010 (32 bit)
- 1GB RAM Minimum (2 GB
minimum recommended)
- 250
MB Hard Drive
- Administrative Rights to install software
- Microsoft .NET Framework
2.0, 3.0, 3.5 or later
- MAC OS users will require either Virtual Machine or
Parallels running Microsoft Excel
You can use our
troubleshooter tool
or the
troubleshooter one pager
to determine if you have all these and to download the
required files.
Please also view the
FAQ if you have any questions about system requirements or problems installing the software.
Please visit the
Risk Simulator
product page for more details of this software, watch
sample getting started videos, download brochures and
other free materials.
Risk Simulator for Excel 2010 64 bit will be released in the
following weeks (please check back soon).
If you require any older versions of Risk Simulator, please
contact us at
support@realoptionsvaluation.com
SOFTWARE DOWNLOAD: MODELING
TOOLKIT (BASEL II)
This is the Modeling Toolkit software
(Basel II Modeling Toolkit) with over 800 functions and
tools, and
300 Excel/SLS modeling templates. You can
download the list of functions
and models here or
download the TRIAL version here but be aware that
you will first need to contact
admin@realoptionsvaluation.com to request for an
installation password for this trial version. Please be
aware that this trial version has all its 800+ functions
deactivated but nonetheless provides a flavor of the
models available in this toolkit. This software works
seamlessly with Risk Simulator and Real Options SLS.
Please visit the
Modeling Toolkit
product page for more details of this software, watch
sample getting started videos, download brochures and
other free materials.
SOFTWARE DOWNLOAD: REAL OPTIONS SLS 2010 (WITH SUPER SPEED)
(ENGLISH, CHINESE,
FRENCH, GERMAN, ITALIAN, JAPANESE, PORTUGUESE, SPANISH)
FULL & TRIAL VERSION DOWNLOAD:
Download the Real Options Super Lattice Solver
2010
This fully functional full version expires in 10 days, upon which you will need to purchase the software, and we will e-mail you a permanent
licenses for your computer. If you are purchasing or have already
purchased the
software, simply download and install the software, and
install. At the end of your 10-day trial period or
whenever you wish to install the permanent licenses,
start Real Options SLS, and on the main menu, click on
"1. License SLS" to get your computer's 16-20 digit
Hardware ID, and click on "2. License Exotic Options and
Functions" to get your 8-digit Hardware
Fingerprint.
Purchase the software and e-mail us your two sets of IDs
and we will send you your permanent licenses. Please
visit the
Real Options SLS
product page for more details of this software, watch
sample getting started videos, download brochures and
other free materials. Please check that the downloaded
file is about 60MB (if it is significantly smaller, you
may have no downloaded it correctly, and please
re-download and save as a different file name, or
use this mirror site to download
the file)
System requirements, FAQ, and additional resources:
-
Windows XP, Vista (32 and 64 bit), or Windows 7
(32 and 64 bit)
- Microsoft Excel XP, 2003, 2007,
or 2010 (32 bit and 64 bit)
- 1GB RAM Minimum (2 GB
minimum recommended)
- 100
MB Hard Drive
- Administrative Rights to install software
- Microsoft .NET Framework
2.0, 3.0, 3.5 or later
- MAC OS users will require either Virtual Machine or
Parallels running Microsoft Excel
Please view the
FAQ
if you have any questions about system requirements or problems installing the software.
You can use our
troubleshooter tool
to determine if you have all these and to download the
required files and to determine the Hardware ID and
Fingerprint ID for your system.
If you require any older versions of Risk Simulator, please
download them here:
Download the older version of Real
Options SLS 5.2 software
Download the older version of Real
Options SLS 3.0 software
SOFTWARE DOWNLOAD: EMPLOYEE STOCK OPTIONS VALUATION TOOLKIT 1.2
FULL DOWNLOAD:
Download the Employee Stock Options Toolkit
A license key is required to install the full version. Once you purchased the full license, all you have to do is to e-mail us your Hardware Fingerprint (at the end of the software installation, you will be asked for a key and the fingerprint is provided to you then). Send the fingerprint to
admin@realoptionsvaluation.com and we will send you the permanent license key within a few hours of your purchase. Enter the key we e-mailed you to permanently unlock the software. Sorry but there are no free trials on this software.
Please visit the
ESO Valuation Toolkit
product page for more details of this software,
watch sample getting started videos, download brochures
and other free materials.
System requirements, FAQ, and additional resources:
Windows XP or Vista, Excel XP or 2003 or 2007, 256 MB RAM, 10 MB Hard Drive, and administrative rights.
Please view the
FAQ
if you have any questions about system requirements or problems installing the software.
SOFTWARE DOWNLOAD:
ROV EXTRACTOR & EVALUATOR
If
you wish to obtain a trial version of this product,
please send us an e-mail at
admin@realoptionsvaluation.com
and we will send you the secure link location and trial
license key to temporarily activate the software. Please
visit the
ROV Extractor & Evaluator
product page for more details of this software,
watch sample getting started videos, download brochures
and other free materials.
SOFTWARE DOWNLOAD:
ROV MODELER, ROV VALUATOR, ROV OPTIMIZER
Our ROV Modeler, Valuator and Optimizer software suite
are perfect for running super larger datasets (millions
of data points) at extremely fast speeds. If
your company wishes to obtain a trial version of this product,
please send us an e-mail at
admin@realoptionsvaluation.com
and we will send you the secure link location and trial
license key to temporarily activate the software. We do
not provide trial licenses for single users. Please
visit the
ROV Modeler product
page for more details of this software, watch sample
getting started videos, download brochures and other
free materials.
SOFTWARE DOWNLOAD:
ROV COMPILER
The
ROV Compiler software will be released in Q2 of 2009.
Please check back then, or you can send us an e-mail of
your interest so that we can e-mail you once a trial
version is released to the public. Please send us an e-mail at
admin@realoptionsvaluation.com
with your name, company name, contact information, and
the software you are interested in. Please also visit
the
ROV Compiler
product page for more details of this
software, watch sample getting started videos, download
brochures and other free materials. Also watch out for
new frequent updates monthly on this product page.
SOFTWARE DOWNLOAD:
ROV BIZ STATS
The
ROV Biz Stats software will be released in Q2 of 2009.
Please check back then, or you can send us an e-mail of
your interest so that we can e-mail you once a trial
version is released to the public. Please send us an e-mail at
admin@realoptionsvaluation.com
with your name, company name, contact information, and
the software you are interested in. Please also visit
the
ROV Biz Stats
product page for more details of this software, watch
sample getting started videos, download brochures and
other free materials. Also watch out for new frequent
updates monthly on this product page.
SOFTWARE DOWNLOAD:
ROV DASHBOARD
The
ROV Dashboard software will be released in Q4 of 2009.
Please check back then, or you can send us an e-mail of
your interest so that we can e-mail you once a trial
version is released to the public. Please send us an e-mail at
admin@realoptionsvaluation.com
with your name, company name, contact information, and
the software you are interested in. Please also visit
the
ROV Dashboard
product page for more details of this
software, watch sample getting started videos, download
brochures and other free materials. Also watch out for
new frequent updates monthly on this product page.
SOFTWARE DOWNLOAD:
ROV WEB MODELS
ROV Web Models is an IT consulting and development
service for companies to develop analytical engines on
their existing websites, therefore, there are no
software installations available. We only have demo
sites for these analytics. Please contact us if your
company requires any IT implementation and we can point
you to our sample websites. Please also visit the
ROV Web Modeler
product page for more details of this
software, watch sample getting started videos, download
brochures and other free materials.
SAMPLE VIDEOS 
To download these sample DVDs, right-click on the desired link and select Save Target As, and save the AVI video file to your hard drive. These sample videos live-motion and voice narrated, and are playable on your computer using Windows Media Player or other video players capable of AVI playback. For older versions of Windows Media Player, you may hear the sound but do not see the video. In that case, download this
CODEC
and install it (download and double click to Run) and try again. The video will now be playable.
You can simply click on any of these links to view the streaming videos.
ROV SOFTWARE GETTING STARTED VIDEOS
We also have some
more detailed Risk Analysis and Risk Simulator software
getting started videos you can download and watch. These
videos total about 2 hours. For even more detailed training,
please check out our set of 12 Training DVDs (over 30 hours)
or our hands-on Certified in Risk Management seminars (4
days). The following are updated detailed getting started
videos on Risk Simulator, featuring all the new tools
such as Auto ARIMA, GARCH, JS Curves, Cubic Spline, Maximum
Likelihood, Data Diagnostics, Statistical Analysis, Modeling
Toolkit, and more...
Video A:
Real Options Analysis: Basic SLS
Software Application (11 minutes)
This is a quick high-level
overview video very briefly introducing the various Real
Options SLS modules
Video B:
Risk Simulator: Quick Getting Started
Guide (13 minutes)
This is a quick high-level
overview video very briefly introducing the various Risk
Simulator modules
Video C:
Real Options Analysis: Basic Theory
(24 minutes)
This is a high-level overview
video briefly introducing the
concept of Real Options
Analysis
Video D:
Risk Simulator: Running Monte Carlo
Simulation (16 minutes)
This is an overview video of
how to use Risk Simulator
to run Monte Carlo risk
simulation. You can also watch
smaller
video sub-segments of this longer video here:
BASICS OF SIMULATION: ASSUMPTIONS, FORECASTS, PROFILES {16
min}
PROFILES
INPUT ASSUMPTIONS
OUTPUT FORECAST
RUN SIMULATION
FORECAST CHARTS
BASICS OF SIMULATION: SUPER SPEED SIMULATION {1 min}
CREATING REPORTS {1 min}
CREATE STATISTICS TABLE [Example 7] {1 min}
DATA FITTING {3 min}
EXTRACT DATA AND OPEN DATA {1 min}
MULTIDIMENSIONAL SIMULATION, LINKING, COPYING,
DELETING {4 min}
SIMULATIONS WITH CORRELATIONS {2 min}
Video E:
Risk Simulator: Stochastic Forecasting
(26 minutes)
This is an overview video of
how to use Risk Simulator
to run stochastic forecasting.
You can also watch
smaller
video sub-segments of this longer video here:
ARIMA and AUTO-ARIMA {4 min}
BASIC ECONOMETRICS and AUTO-ECONOMETRICS {2 min}
CUBIC SPLINE {1 min}
CUSTOM DISTRIBUTION {2 min}
GARCH {3 min}
J CURVE {1 min}
MARKOV CHAINS {1 min}
MAXIMUM LIKELIHOOD {2 min}
NONLINEAR EXTRAPOLATION {1 min}
MULTIPLE REGRESSION {2 min}
S CURVE {2 min}
STOCHASTIC PROCESSES {2 min}
TIME-SERIES DECOMPOSITION {3 min}
TRENDLINES {1 min}
Video F:
Risk Simulator: Portfolio Optimization
(16 minutes)
This is an overview video of
how to use Risk Simulator
to run portfolio optimization.
You can also watch
smaller
video sub-segments of this longer video here:
CONTINUOUS OPTIMIZATION {7 min}
DISCRETE OPTIMIZATION AND EFFICIENT FRONTIER {5 min}
DYNAMIC AND STOCHASTIC OPTIMIZATION {5 min}
Video G:
Risk Simulator: Analytical Tools (23
minutes)
This is an overview video of
how to use Risk Simulator
to run risk analysis tools. You
can also watch
smaller
video sub-segments of this longer video here:
BOOTSTRAP SIMULATION {4 min}
DATA DIAGNOSTICS {2 min}
DISTRIBUTIONAL ANALYSIS {5 min}
HYPOTHESIS TESTING {3 min}
OVERLAY CHARTS {1 min}
SCENARIO ANALYSIS {1 min}
SEGMENTATION CLUSTERING {1 min}
SENSITIVITY ANALYSIS {2 min}
STATISTICAL ANALYSIS {2 min}
TORNADO ANALYSIS {4 min}
Video H:
ESO Valuation Toolkit: Quick Getting
Started Video
{10 min}
Video I:
Modeling
Toolkit: Quick Getting Started Video
{4 min}
Video J:
Modeling Toolkit: Quick Overview of All Models
{20 min}
Video K:
ROV Biz Stats: Quick Getting Started
Video
{14 min}
Video L:
ROV Compiler: Why ROV Compiler?
{3 min}
Video M:
ROV Compiler: Using ROV Compiler
{8 min}
Video N:
ROV Compiler: Using ROV Compiled File
{2 min}
Video O:
ROV Extractor & Evaluator: Why ROV Compiler?
{4 min}
Video P:
ROV Extractor & Evaluator: Using ROV Extractor
{3 min}
Video Q:
ROV Extractor & Evaluator: Using ROV Evaluator
{6 min}
Video R:
ROV Modeler Suite: Why Use ROV Modeler?
{7 min}
Video S:
ROV Modeler Suite: Using ROV Modeler
{12 min}
Video T:
ROV Modeler Suite: Using ROV Optimizer
{6 min}
Video U:
ROV Modeler Suite: Using ROV Valuator
{13 min}
Video V:
ROV Modeler Suite: Using ROV Portfolio, Scheduler and Charter
{4 min}
THE FUNDAMENTALS OF MODEL BUILDING IN EXCEL
VIDEO001
- Basic functions in Excel, using equations and functions (9:46)
VIDEO002
- Absolute and relative addressing in functions and named ranges in equations (10:54)
VIDEO003
- Introduction to Visual Basic modeling and custom functions development (7:29)
VIDEO004 - Creating customized and complex functions in Visual Basic for Applications in Excel (6:46)
VIDEO005 - Discounted Cash Flow model, functions, macros, forms, running Monte Carlo simulation (15:03)
VIDEO006 - Matrix manipulation, data analysis, VLookup, Macros, worksheet protection (25:50)
VIDEO007 - Installing and running the Financial Modeling Toolkit (4:03)
VIDEO008 - Financial Modeling Toolkit, applied financial analysis, Monte Carlo simulation, advanced functions (8:42)
Click here to download the sample Excel models used in the training videos
SAMPLE
MODELS  
To download these sample Excel models, simply right-click on the desired link and select Save Target As, and save these models to your hard drive. Note that these models and example files are designed to work only with Risk Simulator and Real Options SLS software, and may not work properly without these software installed on your computer.
Download ALL MODELS AND EXAMPLES
Risk Simulator Models for Monte Carlo Simulation, Forecasting, Statistical Analysis and Optimization
The following are sample Excel models that require Risk Simulator to run. Each model has an instructions tab that will help you get started in understanding and running the models.
Basic Simulation Model
Correlated Simulation Model
Correlation Effects Model
Data Fitting Model
DCF Model with ROI Analysis and Volatility Estimates
Hypothesis Testing and Bootstrap Simulation Model
Multivariate Regression Analysis
Nonlinear Extrapolation Forecasting
Optimization: Linear Optimization Using Discrete Integer Variables
Optimization: Nonlinear Optimization Using Continuous Decision Variables
Optimization: Nonlinear Optimization Stochastic Optimization
Queuing Models
Regression Diagnostics
Retirement Funding (with Inflation) Applying VBA Macros
Statistical Analysis
Stochastic Process Forecasting
Time-Series Forecasting Models
Tornado and Sensitivity Analysis for Linear Models
Tornado and Sensitivity Analysis for Nonlinear Models
Real Options Super Lattice Solver (SLS) Models for the Single-Asset SLS
These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005) for details on running some of these examples.
Abandonment Option (American Option)
Abandonment Option (Bermudan Option)
Abandonment Option (Customized Option)
Abandonment Option (European Option)
American Call Option with Dividends
Barrier Option - Down and In Lower Barrier Call Option
Barrier Option - Down and Out Lower Barrier Call
Barrier Option - Up and In Upper Barrier Call
Barrier Option - Up and In, Down and In Double Barrier Call
Barrier Option - Up and Out Upper Barrier Call
Barrier Option - Up and Out, Down and Out Double Barrier Call
Basic American, European, versus Bermudan Call Options
Case Study - Warrants - Combined Value
Contraction American and European Options
Contraction Bermudan Option
Contraction Customized Option
Employee Stock Options - Simple American Call Option
Employee Stock Options - Simple European Call Option
Employee Stock Options - Suboptimal Exercise Behavior
Employee Stock Options - Vesting with Suboptimal Behavior
Employee Stock Options - Vesting Period
Employee Stock Options - Vesting, Blackouts, Suboptimal Exercise, and Forfeitures
European Call Option with DividendsExotic Chooser Option
Expand Contract Abandon American and European Option
Expand Contract Abandon Bermudan Option
Expand Contract Abandon Customized Option
Expansion American and European Option
Expansion Bermudan Option
Expansion Customized Option
Plain Vanilla Call Option I
Plain Vanilla Call Option II
Plain Vanilla Call Option III
Plain Vanilla Call Option IV
Plain Vanilla Put Option
Real Options Super Lattice Solver (SLS) Models for the Multiple-Asset MSLS
These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance 2005) for details on running some of these examples.
Exotic Complex Floating American Chooser
Exotic Complex Floating European Chooser
Multiple Asset Competing Options (3D Binomial)
Multiple Phased Complex Sequential Compound Option
Multiple Phased Sequential Compound Option
Multiple Phased Simultaneous Compound Option
Simple Two Phased Sequential Compound Option
Simple Two Phased Simultaneous Compound Option
Real Options Super Lattice Solver (SLS) Models for the Multinomial MNLS
These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance 2005) for details on running some of these examples.
Dual-Asset Rainbow Option Pentanomial Lattice
Jump Diffusion Calls and Puts using Quadranomial Lattices
Mean Reverting Calls and Puts using Trinomial Lattices
Simple Calls and Puts using Trinomial Lattices
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