| 动态价格下的房地产价值实物期权分析 |
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| 引用本文： | 赵永生,屠梅曾. 动态价格下的房地产价值实物期权分析[J]. 佳木斯大学学报, 2006, 24(4): 603-606 |
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| 作者姓名： | 赵永生 屠梅曾 |
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| 作者单位： | 上海交通大学管理学院,上海,200052;上海交通大学管理学院,上海,200052 |
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| 摘 要： | 房地产投资是在市场不确定性条件下进行的,投资过程中存在不同程度的管理灵活性.本文根据房地产投资的具体特征,分析其价值评估的实物期权内涵.在收益法价值评估的基础上,根据欧式B-S期权定价公式,给出房地产实物期权定价近似公式.
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| 关 键 词： | 房地产 动态价格 实物期权 收益法 |
| 文章编号： | 1008-1402（2006）04-0603-04 |
| 收稿时间： | 2006-09-19 |
| 修稿时间： | 2006-09-19 |
The Analysis of Real Estate Options Value under the Dynamic Price |
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| ZHAO Yong-sheng,TU Mei-zeng. The Analysis of Real Estate Options Value under the Dynamic Price[J]. Journal of Jiamusi University(Natural Science Edition), 2006, 24(4): 603-606 |
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| Authors: | ZHAO Yong-sheng TU Mei-zeng |
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| Affiliation: | School of Management, Shanghai Jiao Tong University, Shanghai 200052,China |
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| Abstract: | There is uncertainty and flexibility in the real estate investment under the market.The real option content of the real estate is analyzed with some characteristic factors.According to B-S European options,the approximate formula of real estate options can be deduced based on the NPV method in the paper. |
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| Keywords: | Real estate dynamic price real options NPV |
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