| 实物期权在企业并购投资决策中的应用 |
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| 引用本文： | 朱雁春,盛朴.实物期权在企业并购投资决策中的应用[J].价值工程,2006,25(5):109-111. |
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| 作者姓名： | 朱雁春 盛朴 |
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| 作者单位： | 昆明理工大学管理与经济学院,昆明,650093 |
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| 摘 要： | 并购方在进行企业并购的时候,需要对被并购的企业进行价值分析,以确定是否进行并购投资。由于被并购方企业的价值具有不确定性,所以本文从被并购企业的投资期权价值的确定出发,构建数学模型,以定量的方法,为并购方提供一种投资决策的方式,以进行企业并购投资的时机选择。
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| 关 键 词： | 并购投资 实物期权 投资决策 几何布朗运动 |
| 文章编号： | 1006-4311（2006）05-0109-03 |
Application of Material Object Option for Investment Decision of Enterprises Merge |
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| Zhu Yanchun,Sheng Pu.Application of Material Object Option for Investment Decision of Enterprises Merge[J].Value Engineering,2006,25(5):109-111. |
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| Authors: | Zhu Yanchun Sheng Pu |
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| Institution: | School of management and economics,Kunming University of Technology, Kunming 650093, China |
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| Abstract: | In an acquisition, in order to decide whether carrying on investment of merge, it is very necessary to valuate, the target enterprises. As the value of merged enterprise is of uncertainty, Based on investment option value of the merged enterprise, this paper wants to structure a mathematics model so as to offer a kind of investment decision method in a quantitative way, and at last confirm the opportunity of merge. |
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| Keywords: | merge investment material object option investment decision Bmwnian motion |
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