rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Assessing the Economic Value of Venture Capital Contracts
    sub title: An Option Pricing Approach
  name:
    name part: Onimus, Jil Caroline.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XV, 153 p. 6 illus. online resource.
  abstract: Jil 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.
  note: by Jil Caroline Onimus.
  subject:
    topic: Finance
  subject:
    topic: Finance
  subject:
    topic: Finance, general
  classification: HG1-HG9999
  classification: 332
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783834966193
  identifier: http://dx.doi.org/10.1007/978-3-8349-6619-3
  record info:
    record creation date: 110414
    record change date: 20151204150509.0
    record identifier: 978-3-8349-6619-3