| 对生产资料价格指数作为先行指标的有效性分析 |
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| 引用本文： | 傅强强. 对生产资料价格指数作为先行指标的有效性分析[J]. 华东经济管理, 2001, 15(4): 123-124 |
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| 作者姓名： | 傅强强 |
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| 作者单位： | 武汉大学商学院 |
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| 摘 要： | 风险项目投资常常采用分阶段投资的形式 ,它为项目创造了一个追加投资的机会 ,本文引入期权理论、利用B—S期权定价模型来评估这个机会的价值 ,从而有效克服了传统净现值法的局限 ,增加了风险项目投资决策的合理性和科学性。
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| 关 键 词： | 风险项目 投资机会 分阶段投资 期权定价 期权价值 |
| 文章编号： | 1007-5097(2001)04-0123-02 |
| 收稿时间： | 2001-03-12 |
| 修稿时间： | 2001-03-12 |
The application of B-S option pricing model to decision-making of venture project investment |
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| FU Qiang qiang,LIU Rui yu. The application of B-S option pricing model to decision-making of venture project investment[J]. East China Economic Management, 2001, 15(4): 123-124 |
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| Authors: | FU Qiang qiang LIU Rui yu |
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| Affiliation: | Business College,Wuhan University,Wuhan 430072,China |
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| Abstract: | Multi stage investment is usually adopted in venture project investment,which creates an opportunity to add investment for the project.The article quotes option theory and uses B S option pricing model to evaluate the opportunity, which overcomes the limit of tradional NPV method and promotes the reasonableness and scientiness of the decision making of venture project investment. |
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| Keywords: | venture investment investment opportunity multi stage investment option pricing option value |
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