Natural Resources, Timber, and Farmland

Free CAIA Level I lesson in Real Assets. 41 min read, ~6,105 words.

Natural resources are exchange options where developers swap stochastic inputs for stochastic outputs, with moneyness driving when to develop. Land is a perpetual call option on development, valued through binomial pricing and progressing through six lot types from raw to finished. Timber's unique edge is biological growth plus harvest timing...

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