A compound option valuation model of R&D-Intensive Pharmaceutical companies

Danny Cassimon*, Peter Jan Engelen

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Abstract

This paper presents a model for the valuation of R&D in the pharmaceutical sector, both for start-up ventures as well as for big conglomerates. The key understanding is that these projects can be seen as growth options. Traditional valuation techniques as DCF-analysis fail in valuing R&D-intensive pharmaceutical companies because most of their value is embedded in unexercised real options whose future value is uncertain at this moment If one considers a company as a portfolio of real options, one can value the company based on a compound option model. This estimate will better reflect the fundamental value of the company and cannot be captured by DCF-analysis.

Original languageEnglish
Title of host publication8th Korea-Russia International Symposium on Science and Technology - Proceedings
Subtitle of host publicationKORUS 2004
Place of PublicationTomsk
PublisherTomsk Polytechnic University
Pages209-212
Number of pages4
ISBN (Print)0780383834, 9780780383838
Publication statusPublished - 2005
Event8th Korea-Russia International Symposium on Science and Technology, KORUS 2004 - Tomsk, Russian Federation
Duration: 26 Jun 20043 Jul 2004

Publication series

Name8th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2004
Volume3

Conference

Conference8th Korea-Russia International Symposium on Science and Technology, KORUS 2004
Country/TerritoryRussian Federation
CityTomsk
Period26/06/043/07/04

Keywords

  • Compound option model
  • Pharmaceutical
  • R&D
  • Real options

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