| 投资机会价值的期权评价方法 |
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| 引用本文： | 杨春雷. 投资机会价值的期权评价方法[J]. 南京工程学院学报(自然科学版), 2003, 1(3): 51-54 |
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| 作者姓名： | 杨春雷 |
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| 作者单位： | 南京工程学院教务处,江苏,南京,210013 |
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| 摘 要： | 从分析投资机会的期权性质 ,探讨用Black -Scholes期权定价模型来评估投资机会价值的可行性 ,并通过实例来分析投资机会的价值以及如何利用Black -Scholes期权定价模型对其进行评价。
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| 关 键 词： | 期权 投资机会 Black-Scholes模型 |
| 文章编号： | 1672-2558(2003)03-0051-04 |
| 修稿时间： | 2003-08-04 |
An Option Method for Assessing the Value of the Opportunity of Investment |
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| YANG Chun-lei. An Option Method for Assessing the Value of the Opportunity of Investment[J]. Journal of Nanjing Institute of Technology :Natural Science Edition, 2003, 1(3): 51-54 |
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| Authors: | YANG Chun-lei |
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| Abstract: | By analyzing the option characters of the opportunity of investment, we study the feasibility of using the Black-Scholes option model for assessing the value of the opportunity of investment. And through an example, we analyze the value of the opportunity of investment, and show how to assess it by using the Black-Scholes option model. |
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| Keywords: | option opportunity of investment the Black-Scholes option model |
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