Welcome to the Course (3 min)

Introduction to Real Options (10 min)

Example Real Options Cases in Industry (15 min)

Financial vs. Real Options and Option Valuation Techniques (15 min)

Risk Neutral Probability (10 min)

Lattice Equations (15 min)

Manually Solving a American, European, and Bermudan Options (17 min)

Real Options SLS (12 min)

Option to Abandon: Custom Option with Changing Inputs (20 min)

Option to Expand: Optimal Trigger Values and Optimal Timing (15 min)

Option to Contract: Optimal Timing (10 min)

Option to Choose: Dominant and Dominated Options (12 min)

Volatility Estimation: The Five Approaches (15 min)

Intuition of Volatility (6 min)

Sequential Compound Options: Multiphased Custom Options (12 min)

Modeling and Interpreting Complex Sequential Compound Options (7 min)

Exotic Options, Employee Stock Options, and Barrier Options (15 min)

Multinomial Lattices (Trinomial, Quandranomial, Pentanomial) (10 min)

Case: High-Tech Manufacturing (15 min)

Case: Expected Value of Information (15 min)

Case: Oil and Gas Farm Outs (8 min)

Case: Facility Expansion (7 min)