Real Options
Real Options 101 for CFOs & Investment Committees
A CFO-friendly guide to valuing "wait/expand/abandon/switch" decisions using real options — why DCF understates value and how to fix it.
CapexEdge Insights
Expert perspectives on real options, portfolio optimization, and investment decision-making for energy and infrastructure projects.
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Real Options
How LSM Works (without the math headache)
Visual explanation of Least-Squares Monte Carlo for energy projects. See how American options capture the value of "wait and see" decisions.
Data Governance
Scenario Governance: From Spreadsheets to Versioned Packs
How data contracts eliminate the "which Excel version?" problem. Build audit trails that satisfy banks, boards, and your future self.
Portfolio Optimization
Portfolio Optimization Under Real Constraints (MILP explained)
Beyond textbook mean-variance: How to model actual constraints like grid capacity, construction resources, and ESG quotas in capital allocation.
Risk Management
Bank-Ready Risk: VaR & CVaR for Project Finance
Risk metrics lenders understand. How to calculate and present Value at Risk for renewable energy projects that satisfy due diligence requirements.
Real Options
Power Prices: GBM vs Mean-Reversion (OU) for Valuation & Risk
Model selection criteria and calibration from historical data. When to use geometric Brownian motion vs Ornstein-Uhlenbeck for energy asset pricing.
Project Finance
Debt Sculpting + Real Options: DSCR/LLCR Impacts
Covenant structuring with flexibility. How to model debt service coverage and loan-to-value ratios while preserving valuable real options.
Data Governance
Excel Parity: From Named Ranges to Governed Data Contracts
Migration best practices for the zero-remodeling approach. Keep your Excel models while gaining version control, audit trails, and team collaboration.
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