ETDs @PUC-Rio
| Título: | COMPARISON BETWEEN THE GEOMETRIC BROWNIANO MOVEMENT AND PROCESS OF MEAN REVERSION WITH JUMPS FOR VALUATION OF EXPANSION OPTION FOR OIL FIELDS. | ||||||||||||
| Autor: |
LEANDRO SOUSA DUQUE GUIMARAES |
||||||||||||
| Colaborador(es): |
CARLOS PATRICIO SAMANEZ - Orientador |
||||||||||||
| Catalogação: | 12/JUN/2002 | Língua(s): | PORTUGUESE - BRAZIL |
||||||||||
| Tipo: | TEXT | Subtipo: | THESIS | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
||||||||||||
| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=2689&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=2689&idi=2 |
||||||||||||
| DOI: | https://doi.org/10.17771/PUCRio.acad.2689 | ||||||||||||
| Resumo: | |||||||||||||
|
This dissertation search for to analyze through a study of
case, the alternatives of development of a oil field
already discovered, but not yet exploited, using the Theory
of the Real Options. From this study, it will be possible
to evaluate an alternative of development of the production
of two wells, that will be explored in the future,
depending on the market conditions and of the technical
informations generated for the initial production of the
field. The dissertation has as mean objective to compare
the results of the uncertainties of market in the price of
oil rerepresented by Estocastic Processes, the Geometric
Browniano Movement and the Process of Mean Reversion with
Jumps, for determination of the management tool named of
Trigger.
|
|||||||||||||
|
|||||||||||||
