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Real options method calculated with Decision trees

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Created on April 9, 2024

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Transcript

Real options method calculated with Decision trees

Valuation and Negotiation of Technology

Definition

Processes related and mathematical formulas

Stage 3 Technology value

¿How can companies create value from their innovation?

CARLOS ENRIQUE MONTOYA BOTERO

By

GROUP 50

Processes related and mathematical formulas

Calculating the value of technology using the real options method with decision trees involves a variety of mathematical processes and formulas. Here is a summary of the related processes and formulas:

  • Calculating the value of the real option: After valuing all the nodes of the decision tree, specific formulas are used to determine the value of the real option. The Black-Scholes formula is a partial differential equation that models the price of a financial option as a function of several factors, including the price of the underlying asset, volatility, the risk-free interest rate and the time to maturity of the option. It is one of the most widely used differential equations.
  • Consider volatility and time: Volatility and time factors are crucial in determining the value of a real option. Volatility refers to the uncertainty about the future value of the technology, while the probability of certain events occurring in the future is influenced by time.
  • Identification of the real option: In this step, the technology or patent is identified as a real option that gives the right, but not the obligation, to exploit the technology in the market.
  • Decision tree modeling: A decision tree represents a variety of future scenarios related to the technology, such as creating spin-off products, entering new markets, or selling the technology.
  • Valuation of each node in the tree: Each node in the decision tree is given a value. Net present value (NPV), which considers future cash flows discounted from present value, is one of the many ways in which this value can be calculated.

How can companies create value from their innovation

Companies can generate significant value using the real options approach to technology and patent evaluation in several ways:

c) Identifying expansion opportunities: Companies can identify expansion and diversification opportunities that might go unnoticed if they model various future scenarios. This gives them the opportunity to explore new markets, create spin-off products and take advantage of new growth opportunities.d) Maximizing the value of the patent portfolio: Companies can determine which patents have the greatest potential to generate future revenue by assessing the value of patents using the real options method. This allows them to focus their resources on developing and commercializing the most valuable patents, thus maximizing the value of their intellectual property portfolio.

a) Optimization of investment decisions: this approach helps companies make more informed decisions on investment in technological development and patent acquisition. This allows them to identify and prioritize projects that can generate the highest returns.b) Risk management: The real options approach enables companies to assess and manage the risks associated with technology development and commercialization more effectively. Companies can implement plans to reduce risks and maximize opportunities by considering different future scenarios and market volatility.

Definition

In the evaluation of intangible assets, such as patents, the real options method calculated with decision trees is used. It is based on the concept of real options, which is the ability of a company to make strategic decisions in the future based on variables such as market conditions. In this approach, the patent is considered a valid option that gives the owner the right, but not the obligation, to exploit the patent in the market. A decision tree model is used to represent various possibilities and future scenarios related to the patent, such as the creation of derivative products, entry into new markets or sale of the patent. Through this method, patents can be valued more accurately by taking into account the flexibility and strategic opportunities they offer, allowing owners to make informed decisions about their exploitation, licensing or sale.