Reference list for learning about real option modeling

Here's a list of great references provided by Kevin Couillard (FairValue Advisors, Atlanta) during his presentation today in Miami on "Real Option Applications--Improving Traditional Valuation Methods."

1. Investment under Uncertainty by Avinash Dixit and Bob Pindyck

2. Real Options: Managerial Flexibility and Strategy in Resource Allocation by Lenos Trigeorgis

3. Real Options: Managing Strategic Investment in an Uncertain World by Martha Amram and Nalin Kulatilaka

4. Real Options Analysis: Tools and Techniques for Valuing Strategic Investments and Decisions by JohnathanMun

5. Real Options in Practice by Marion A. Brach

6. Real Options: A Practitioner’s Guide by Tom Copeland and Vladimir Antikarov

7. Real Options and Option Embedded Securities by William Moore

8. Real Options: Evaluating Corporate Investment Opportunities in a Dynamic World edited by Howell, Stark, Newton,

Paxson, Cavus, Pereira and Patel

9. Real Options in Capital Investments: Models, Strategies and Applications edited by Lenos Trigeorgis

10. Project Flexibility, Agency and Competition edited by Brennan and Trigeorgis

11. Real Options and Investment Under Uncertainty: Classic Readings and Recent Contributions edited by Schwartz and


12. Real Options Applications edited by Alberto Micalizzi and Lenos Trigeorgis

13. Real Options and Business Strategy: Applications to Decision Making edited by Lenos Trigeorgis

14. The New Investment Theory of Real Options and its Implications for Telecommunications Economics edited by James

Alleman and Eli Noam

15. Game Choices: The Intersection of Game Theory and Real Options, edited by Steven Grenadier