Avaliação de projetos de investimento com opções reais: cálculo de valor de opção de espera de uma Unidade Separadora de Propeno

The main subject of the present work is the evaluation of a real option to defer an investment on a Propylene Unit, in comparison to a static analysis of Net Present Value. So, we exposed the real options theory, the stochastic processes for the estimation of its main variables of uncertainty (price...

ver descrição completa

Detalhes bibliográficos
Autor: Fonseca, Daniel Almeida Domingues
Formato: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2008
País:Brasil
Recursos:Fundação Getulio Vargas (FGV)
Repositorio:Repositório Institucional do FGV (FGV Repositório Digital)
Idioma:portugués
OAI Identifier:oai:repositorio.fgv.br:10438/1752
Acesso em linha:https://hdl.handle.net/10438/1752
Access Level:acceso abierto
Palavra-chave:Opções reais
Processos estocásticos
Diferencial de Preços
Unidade separadora de propeno
Simulação de Monte Carlo
Real options
Stochastic processes
Spread
Propylene production unit
Monte Carlo simulation
Economia
Mercado de opções
Processo estocástico
Descrição
Resumo:The main subject of the present work is the evaluation of a real option to defer an investment on a Propylene Unit, in comparison to a static analysis of Net Present Value. So, we exposed the real options theory, the stochastic processes for the estimation of its main variables of uncertainty (prices of producfs sale and cost), as well as the simulation tools to be used. Considering these, we intend to show project managers that uncertainties can be measured, leading to greater flexibility on their decisions. The results show that it is optimal to do the investment immediately by the contingent claim analysis, and show divergent results on spread's contingent claims approach, due to dividend yiekTs estimation. The influence of volatility and dividend yield's values were evaluated, leading to the conclusion that the former creates more impact on the option's value than the latter.