| 基于自住需求的个人融资投资房地产的模型 |
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| 引用本文： | 张敏,罗迪凡.基于自住需求的个人融资投资房地产的模型[J].衡阳工学院学报,2010(1):36-38,58. |
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| 作者姓名： | 张敏 罗迪凡 |
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| 作者单位： | 南华大学数理学院,湖南衡阳421001 |
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| 摘 要： | 在房地产价格随机性条件下对投资者通过融资投资购买房产的问题进行了建模,并运用停时分析、动态规划等方法求解了这个基于实物期权的模型,明确了投资规则中的期权价值.求出了投资者转租为融资买房的最佳房价以及投机者融资入市的房价临界值,本文还对上述结论给出了数值结果.
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| 关 键 词： | 融资 实物期权 期权定价理论 房地产 临界值 |
Based on the Individual Needs of Owner-occupied Real Estate Financing Investment Model |
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| Authors: | ZHANG Min LUO Di-fan |
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| Affiliation: | (School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,China) |
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| Abstract: | In this artical,we established the mathematical model to discuss the problem of real eastate investors to invest throught financing with the randomness in the real estate prices and analyzed the model by the method of stopping time,dynamic programming and determined the investment value of the options.Investors find financing to buy a house rented for the best price and the financing of speculators into the market price with the critical value.The paper also gives the conclusions of the above numerical results. |
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| Keywords: | financing real option option pricing theory real estate threshold |
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