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Sick, G.A.







Gordon Sick, born in Calgary, Canada, in 1949. Ph.D. from the University of British Columbia, Vancouver. Professor of Finance at the University of Calgary.

Fellow (1 February 1999 – 30 June 1999)

I worked in real options with my colleagues at NIAS and with outsiders whom we invited to come to NIAS (Robert Elliott of the University of Alberta, Dan Calistrate, Mark Paulhus and Miro Powojowski of the University of Calgary and Gonzalo Cortazar of Catholic University of Chile).

This research I conducted had three general thrusts. One is to investigate the modelling or real options and stochastic processes in the energy industries (particularly petroleum and electric power). Another is to investigate how simulation can be used as a persuasive and an analytic tools for the implementation of real option strategies. The third is to develop new technologies for assessing real options, including software tools and numerical methods.

My colleagues and I also worked with NIAS and several universities to host the Third Annual Real Options Conference at NIAS. It involved a mixture of 75 academics and practitioners and was widely acclaimed by all involved as being very successful, as well as highlighting the excellent facilities at NIAS. Because of space limitations, we had to turn away many interested people and decided to support their needs along with the conference needs by developing a website www.realoptions.org. It contains abstracts as well as many of the papers presented at the Conference. Over time, we will transform the site into a general forum for the latest information in real options.