Publications
Publications
- December 2002
- HBS Case Collection
Simulation of Prices, Rates and Cash Flows (B)
Abstract
Considers more advanced issues required for complete cash flow simulation, including residual diagnostics (to determine whether a process has been identified correctly), simulation of nonmarket risk variables, and real options.
Keywords
Citation
Shimko, David C. "Simulation of Prices, Rates and Cash Flows (B)." Harvard Business School Background Note 203-057, December 2002.