期刊文献+

风险投资决策中的二叉树期权定价模型研究 被引量:7

The study of binomial option tree model in decision - making processing of risk investment
在线阅读 下载PDF
导出
摘要 将实物期权理论引入风险投资决策过程中,分析了传统NPV法的缺陷和风险投资的期权特性,建立了风险投资项目的二叉树期权定价模型,并对该模型在实际投资中进行了实例分析。
机构地区 武汉大学商学院
出处 《科技管理研究》 CSSCI 北大核心 2005年第10期161-163,共3页 Science and Technology Management Research
  • 相关文献

参考文献4

二级参考文献52

  • 1[3]Cop, Peter. Exploiting uncertainty[J]. Business week, 1999,6,7:118-122.
  • 2[6]Gonzalo cortazar; Eduardo S Schwartz; Jaime Casassus. Optimal exploration investments under price and geological-technical uncertainty:a real options model[J]. R&D Management, 2001,31(2):181-189.
  • 3[7]Insley Margaret. A real options approach to the valuation of a forestry investment[J]. Journal of environmental economics and management. 2002,44(3):471-492.
  • 4[8]Moel Alberto; Tufano Peter. When are real options exercised? An empirical study of mine closings[J]. Review of Financial studies. 2002,15(1):35-64.
  • 5[9]Michel Benaroch, managing information technology investment risk: a real options perspective[J], Journal of management information systems, 2002,19(2): 43-84.
  • 6[10]Balasubramanian,P, Kulatilaka,N, and Storck, J. Managing information technology investments using a real-options approach[J]. Strategic information systems, 2000,9(1):39-62.
  • 7[11]Xiaotong Li, John D Johnson. Evaluate IT investment opportunities using real options theory[J]. Information resources management journal. 2002,15(3):32-47.
  • 8[12]Dan Latimore. Real options: another way to value Internet initiatives[J]. Financial executive. 2000,16(3):23-27.
  • 9[13]Manfred Perlitz, Thorsten Peske, Randolf Schrank. Real options valuation: the new frontier in R&D project evaluation?[J]. R&D Management,1999,29(3):255-269.
  • 10[14]Hemantha S B Herath, Chan S Park. Economic analysis of R&D projects: an options approach[J]. The engineering economist. 1999,44(1): 1-35.

共引文献30

同被引文献29

  • 1李淑锦,谷兰俊.二叉树方法在风险投资决策中的应用[J].商业研究,2005(18):111-114. 被引量:3
  • 2丁正中,曾慧.实物期权的三叉树定价模型[J].统计研究,2005,22(11):25-28. 被引量:20
  • 3马欣,丁慧平.高科技项目投资的实物期权定价模型[J].北京工业大学学报,2006,32(1):92-96. 被引量:6
  • 4MYERS S C,TURNBULL S T. Capital budgeting and the capital asset pricing model: Good news and bad news[J]. Journal of Finance,1977,32(2) :321-333.
  • 5DIXIT A, PINDYCK R S. Investment under uncertainty [M]. Princeton: Princeton University Press, 1994.
  • 6MCDONALD R, SIEGEL D. The value of waiting to invest [J].Quartly Journal of Economics,1986,101(4) :707-728.
  • 7BASS F M. A new product growth model for consumer du- rable[J].Management Science, 1969,15 (5) : 215-227.
  • 8COX J C, ROSS S A, Rubinstein M. Option pricing : a simpli- fied approach[J]. Journal of Financial Economics, 1979,7 (3) :229-263.
  • 9TELLEFSEN T, TAKADA H. The relationship between mass media availability and the multicountry diffusion of consumer products[J]. Journal of International Marketing, 1999,7(1) :77-96.
  • 10WILLIAMS J B. The theory of investment value [M]. Cambridge: Harvard University Press, 1938 : 43-54.

引证文献7

二级引证文献13

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部