Modeling Financial Surplus of the Housing Projects Developer
Vol.5,No.3(2014)
housing projects development; financial surplus; stochastic modeling; simulations
Alexander, C. (2008). Market Risk Analysis: Value at Risk Models, 4th ed. England: John Wiley & Sons.
Bayraktar, E., Young, V. R. (2010). Optimal investment strategy to minimize occupation time. Annals of Operations Research, vol. 176(1), pp. 389-408. https://doi.org/10.1007/s10479-008-0467-2
Cai, N., Chen, N., Wan, X. (2010). Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. Mathematics of Operations Research, vol. 35(2), pp. 412-437. https://doi.org/10.1287/moor.1100.0447
Czernik, T. (2013). Occupation time – potential applications. Geometric Brownian Motion case. In: Barczak, A. S., Tworek, P. (eds.), Zastosowanie metod ilościowych w zarządzaniu ryzykiem w działalności inwestycyjnej. Katowice: Polish Economic Society.
Gentle, J. E. (2003). Random number generation and Monte Carlo methods. New York: Springer.
Hanson, F. B. (2007). Applied Stochastic processes and control for jump-diffusions. Modeling, analysis, and computation. Philadelphia: SIAM.
Huh, Y. K., Hwang, B. G., Lee, J. S. (2012). Feasibility analysis model for developer-proposed housing projects in the republic of Korea. Journal of Civil Engineering and Management, vol. 18(3), pp. 345-355. https://doi.org/10.3846/13923730.2012.698911
Iskra, D. (2011). Value at Risk - securities of portfolio optimization. A Geometric Brownian Motion case. Supplemento ai Rendiconti del Circolo matemattico di Palermo, vol. 2(83), pp. 199-208.
Oksendal, B. (2007). Stochastic Differential Equations: An Introduction with Applications. Berlin Heidelberg: Springer.
Ozdamar, L., Dundar, H. (1997). A flexible heuristic for a multi-mode capital constrained project scheduling problem with probabilistic cash inflows. Computers & Operations Research, vol. 24(12), pp. 1187-1200. https://doi.org/10.1016/S0305-0548(96)00058-5
Skorupka, D. (2007). Metoda identyfikacji i oceny ryzyka realizacji przedsięwzięć budowlanych. Warszawa: Wyd. Wojskowej Akademii Technicznej.
Tworek, P. (2010a). Methods of risk identification in companies’ investment projects. In: Dluhosova, D. (ed.), Managing and modelling of financial risk. Ostrava, pp. 418-427.
Tworek, P. (2010b). Risk management standards – the review of approaches and concept. In: Dluhosova, D. (ed.), Managing and modelling of financial risk. Ostrava, pp. 409-417.
This work is licensed under a Creative Commons Attribution 4.0 International License.
Copyright © 2017 Financial Assets and Investing