000			02244nam a22004455i 4500
001			978-3-8349-6619-3
003			DE-He213
005			20140220083820.0
007			cr nn 008mamaa
008			110414s2011 gw | s |||| 0|eng d
020			_a9783834966193 _9978-3-8349-6619-3
024	7		_a10.1007/978-3-8349-6619-3 _2doi
050		4	_aHG1-9999
050		4	_aHG4501-6051
050		4	_aHG1501-HG3550
072		7	_aKFF _2bicssc
072		7	_aKFFK _2bicssc
072		7	_aBUS027000 _2bisacsh
072		7	_aBUS004000 _2bisacsh
082	0	4	_a657.8333 _223
082	0	4	_a658.152 _223
100	1		_aOnimus, Jil Caroline. _eauthor.
245	1	0	_aAssessing the Economic Value of Venture Capital Contracts _h[electronic resource] : _bAn Option Pricing Approach / _cby Jil Caroline Onimus.
264		1	_aWiesbaden : _bGabler, _c2011.
300			_aXV, 153p. 6 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
520			_aJil C. Onimus makes a contribution to the nascent research line on the economic value of venture capital contracts which lies at the intersection of venture capital contract design and real option pricing. She identifies the baskets of real options embedded in model venture capital contracts as published by the National Venture Capital Association (NVCA) and shows how they can be priced in interaction using Least Squares Monte Carlo simulation. The pricing model is calibrated by means of a dataset of deal terms in Silicon Valley as well as industry statistics from the NVCA. By applying the model to standard investment scenarios (multiple financing rounds with multiple investors), the author obtains estimates of option values for individual terms and for full contracts with interaction effects.
650		0	_aEconomics.
650	1	4	_aEconomics/Management Science.
650	2	4	_aFinance/Investment/Banking.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783834928122
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-8349-6619-3
912			_aZDB-2-SBE
999			_c108773 _d108773