The Skill Valley

AI Scenario Planning and Real Options Analysis

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The Skill Valley

AI Scenario Planning and Real Options Analysis

TSV Learning

Instructor: TSV Learning

Included with Coursera PlusLearn more

Gain insight into a topic and learn the fundamentals.
6 hours to complete
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
6 hours to complete
Flexible schedule
Learn at your own pace

What you'll learn

  • Construct probabilistic scenarios using Brownian motion, mean-reverting processes, jump diffusion, and multi-factor models.

  • Apply real options valuation using binomial lattices, trinomial trees, risk-neutral pricing, and Monte Carlo simulation.

  • Evaluate investment timing, risk, and strategic flexibility in energy projects and pharmaceutical R&D using real options analysis.

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Recently updated!

November 2026

Assessments

9 assignments

Taught in English

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There are 3 modules in this course

Develop the foundations of stochastic scenario planning and probabilistic financial modeling. Explore scenario architectures, Brownian motion, mean-reverting processes, jump diffusion, and multi-factor models to analyze uncertainty and support strategic investment decisions.

What's included

4 videos3 assignments

Evaluate strategic investments using real options analysis beyond traditional DCF valuation. Apply risk-neutral pricing, compound options, binomial lattices, trinomial trees, and Monte Carlo simulation to quantify managerial flexibility and improve capital budgeting decisions.

What's included

5 videos3 assignments

Integrate stochastic scenario modeling with real options valuation to assess complex investment opportunities. Explore practical applications in energy projects, pharmaceutical R&D, and strategic investment planning to evaluate uncertainty, investment timing, and managerial flexibility.

What's included

4 videos3 assignments

Instructor

TSV Learning
The Skill Valley
83 Courses544 learners

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