| 复合实物期权研究述评 |
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| 引用本文： | 张保柱.复合实物期权研究述评[J].财务与金融,2008(5):1-7. |
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| 作者姓名： | 张保柱 |
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| 作者单位： | 华中科技大学管理学院 |
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| 基金项目： | 国家自然科学基金，高等学校博士学科点专项科研基金 |
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| 摘 要： | 综述了国内外复合期权理论、方法及应用的最新研究成果，介绍了复合期权模型在金融资产和实物资产价值评估、公司金融领域等的具体应用。对多期复合期权模型在序列决策方面所具有的优势与应用前景、研究难点及相应的解决方案展开了深入的讨论。
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| 关 键 词： | 复合期权 数值方法 企业战略决策 资产价值评估 |
The Theories of Compound Options and Their Advances |
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| ZHANG Bao-zhu.The Theories of Compound Options and Their Advances[J].Accounting and Finance,2008(5):1-7. |
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| Authors: | ZHANG Bao-zhu |
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| Institution: | ZHANG Bao-zhu ( 1.School of Mangement, Huazhong University of Science and Technology,Wuhan 430074,China ; 2.Faculty of Business Administration,The Chinese University of Hang Kong ) |
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| Abstract: | The development of the theory, methodology and applications of compound option model were reviewed, including valuation of financial assets and real assets, corporation strategy decisions, sequential investment decisions, corporate governance and etc. The advantage and application prospect of multistage compound option in modeling sequential decision were discussed, and the critical difficulties and solutions in actual application pointed out. |
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| Keywords: | compound option numerical methods corporation strategy decisions asset valuation |
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