| 期权理论在风险企业价值评估中的应用 |
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| 引用本文： | 马波 袁玉洁. 期权理论在风险企业价值评估中的应用[J]. 化工技术经济, 2006, 24(4): 44-47 |
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| 作者姓名： | 马波 袁玉洁 |
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| 作者单位： | 西安交通大学 西安710061 |
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| 摘 要： | 在对风险企业的期权特征进行分析的基础上,认为风险企业的未来投资机会是一种买方期权。利用Black-Scholes期权定价模型对这种机会价值评估,并指出风险企业的价值就是企业本身的价值与机会价值之和,从而对风险企业价值评估模型进行了修正。并用一个实例说明。
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| 关 键 词： | 风险 投资 投资效果 计算方法 价值工程 |
| 收稿时间： | 2006-03-22 |
Application of Options Theory in Evaluation of Risk Enterprises |
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| MA Bo, YUAN Yu-jie. Application of Options Theory in Evaluation of Risk Enterprises[J]. Chemical Techno-Economics, 2006, 24(4): 44-47 |
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| Authors: | MA Bo YUAN Yu-jie |
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| Abstract: | Based on analyzing the options features in risk enterprises,it is considered that future investment opportunity of risk enterprises is actually a call options.By using options pricing model of Black-Scholes to evaluate the future investment opportunities.To point out the value of the risk enterprises is the value of the enterprise itself and its opportunities.To amend the model of the risk enterprise value.The application of options theory in evaluation of risk enterprises is described by an example. |
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| Keywords: | risk investments cost effectiveness computational method value engineering |
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