| 《营林投资项目风险性价值的期权评估模型 》 |
更新时间：2019-12-09 11:58:48 点击次数：948
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| 【关键词】 |
营林投资项目; 风险; 价值; 多期二叉树期权; 多阶段复合期权; |
| 【英文关键词】 |
project investment of planting forests; risk; value; multi-steps binomial tree option; multi-periods compound option; |
| 【摘要】 |
市场经济的不确定性和营林产业的特性使得营林投资项目有着较高的风险。在分析营林投资项目风险特性基础上,着重探讨了多期二叉树形的项目价值和多阶段复合期权项目价值的评估方法,提出了控制营林项目风险以获得额外价值的思路与模型。图3,参12。 |
| 【英文摘要】 |
The project investment of planting forests is full of much more risks because of uncertainties related to market economy and features of forestry industry.On the basis of analysis on risk features of project of planting forests,this article focuses on project value and project's option value of multi-steps binomial tree and,property of compound options,and puts forward the theoretical thought to control the risk and get extra value. |
| 【基金】 |
江苏省软科学计划项目(BR2002028) | |
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