| 期权定价理论在项目投资决策中的应用研究 |
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| 引用本文： | 李存行. 期权定价理论在项目投资决策中的应用研究[J]. 华南理工大学学报(自然科学版), 2000, 28(10): 1-4 |
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| 作者姓名： | 李存行 |
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| 作者单位： | 华南理工大学,工商管理学院,广东,广州,510640 |
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| 基金项目： | 广东省博士启动基金,华南理工大学校科研和教改项目,980592,A2-126-934,, |
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| 摘 要： | 提出了用期权定价公式来计算投资项目的价值,这种方法同传统的净现值方法相比,由于考虑了项目所隐含的期权价值,用它来衡量投资项目的价值将更加合理。
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| 关 键 词： | 期权 定价理论 净现值 |
| 修稿时间： | 1999-09-30 |
Option Pricing Theory and Its Application to the Decision-Making of Investment Project |
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| LI Cun-hang. Option Pricing Theory and Its Application to the Decision-Making of Investment Project[J]. Journal of South China University of Technology(Natural Science Edition), 2000, 28(10): 1-4 |
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| Authors: | LI Cun-hang |
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| Abstract: | In this article the author proposes a new way to calculate the value of the investment project by using the formula of the option pricing model. The option value for investment project is analyzed and compared with the net present value. It proves to be more reasonable to calculate the value of the investment project by this new approach. |
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| Keywords: | option pricing theory net present value |
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