| 汇率和需求不确定下跨国投资决策的实物期权分析 |
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| 引用本文： | 许民利,李磊.汇率和需求不确定下跨国投资决策的实物期权分析[J].价值工程,2007,26(7):10-13. |
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| 作者姓名： | 许民利 李磊 |
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| 作者单位： | 中南大学商学院,长沙410083 |
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| 摘 要： | 在对实物期权理论和跨国投资相关文献研究基础上,分析企业在汇率和需求不确定条件下跨国投资的风险和期权特征,构建了基于实物期权思想的跨国投资决策模型。通过数值求解,分析了跨国投资情况下,企业拥有的实物期权价值。
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| 关 键 词： | 实物期权 跨国投资 汇率不确定性 需求不确定性 |
| 文章编号： | 1006-4311（2007）07-0010-04 |
Applying Real Options to Global Investment Decision under Exchange Rate Uncertainty and Demand Uncertainty |
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| Xu Minli,Li Lei.Applying Real Options to Global Investment Decision under Exchange Rate Uncertainty and Demand Uncertainty[J].Value Engineering,2007,26(7):10-13. |
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| Authors: | Xu Minli Li Lei |
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| Institution: | School of Business ,Zhongnan University ,Changsha 410083 ,China |
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| Abstract: | Based on the literature review of real options and global investment,the characteristics and risk of global investment under uncertainty of exchange rate and demand are analyzed.A model based on real options for global investment is developed.A numerical result is given to illustrate the value of global investment according to real options theory. |
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| Keywords: | real option global investment exchange rate uncertainty demand uncertainty |
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