Event

The Department of Mathematics & Statistics in collaboration with CARISCIENCE hosts the final instalment of a series of lectures by Professor Sebastian Jaimungal, of the Department of Statistics and Mathematical Finance Programme, University of Toronto entitled “Real Option Valuation with Managerial Information” from 2:00-4:00pm at Room 313 Natural Sciences Building .

Real options analysis (ROA) is widely recognized as a superior method for valuing projects with managerial flexibilities. Yet, its adoption remains limited due to varied difficulties in its implementation. In this lecture, Professor Jaimungal proposes a real options approach that utilizes managerial cash-flow estimates to value early stage project investments and managerial flexibilities in an easy to implement manner. This approach to ROA is consistent with financial theory, requires minimal subjective input of model parameters, and bridges the gap between theoretical ROA frameworks and practice.

For a full profile of Professor Jaimungal, click here.