A Multi-Factor Decision-Making Model Based on Option Games 基于期权博弈的多因素投资决策模型
Pricing Model of Real Option Subjecting to Mean Regression 实物期权价格服从均值回归的定价模型研究
When the owner of material capital pays for the HC, the value is as equal as the option premium. We can account Human Capital of the entrepreneur by using Black-Scholes Model of option pricing. 物质资本所有者购买人力资本所有者所支付的价值相当于期权的权利金,可以使用Black-Scholes期权定价模型对企业家型人力资本进行定量计算。
Using SV Model to Price Option and Measure its Risk SV模型下的期权定价和风险计量
Value increment model is set up in this paper by combining the theory and method of feltham-ohlson model and real option. 结合feltham-ohlson股权估价模型和增长期权的理论与方法,构建企业价值增长评价模型。
The model of option price is described briefly and used in investment decision. It is demonstrated by comparison that the model of option price is more reasonable than the traditional method. 给出了期权估价模型,将期权估价模型运用于项目投资决策,通过与传统的决策方法进行比较,发现期权估价模型比传统的投资决策方法更为合理。
This article carried on an experimental study on independent-cooperation teaching model of tennis option classes. 对普通高校网球课自主&合作教学模式进行了实验研究。
Option pricing theory and its successful application in financial area supply theoretical and model analysis to option value of investment opportunities. 期权定价理论以及金融期权定价模型的成功实践,为项目投资机会的期权价值估价提供了理论和模型分析基础。
In this paper, the relationship between mergence and option is analysed, and the appraising model of option which assesses the implicit value of mergence is set up, and some examples are given, so the value of target enterprises can be evaluated correctly by this model. 本文通过分析并购与期权的联系,建立了并购中隐含价值的期权评价模型,并给出了实例,用该模型可以正确对目标企业的价值进行评估。
The European B-S model of option pricing is extended. 对欧式期权定价的B-S模型进行了推广。
From Real Options approach, this paper classifies IT investment opportunity into four categories based on two criteria: competition ad switching cost, and points out that the model of option to defer and growth option should be adjusted according to the characteristics of different categories. 从实物期权的角度,基于市场竞争状况和技术转换成本,将IT行业投资机会分为4类,指出必须根据不同类型投资机会的特点调整延迟期权和增长期权等实物期权模型。
Exchange Rate Model and Option Pricing 汇率模型与期权定价
The dissertation is intended to study option pricing problems, so as to establish the mathematical model of option pricing under stochastic life by means of martingale theory, and we deduce the option pricing equation. 本学位论文主要致力于具有随机寿命的欧式期权定价问题的研究,运用鞅方法建立了具有随机寿命的欧式期权定价模型,并推导出了其定价公式。
On the basis of the analysis of the factors affecting software reliability model, this paper presents a fuzzy comprehensive Evaluation-based approach to software reliability model option by means of fuzzy mathematics theory. 在对影响软件可靠性模型的因素进行分析的基础上,采用模糊数学的理论,提出了一种基于模糊综合评判的软件可靠性模型选择方法。
Chapter three introduces the concept, type, basic parameter of the option and theoretical foundation and model of option pricing as well as the real option and the compound option. 第三章介绍期权的概念、类型及基本参数、期权定价的理论基础和模型以及实物期权和复合期权。
A three-stage stochastic optimization model for the option contract is built and the retail's optimal policy is presented. 采用三阶段动态优化模型描述零售商的柔性采购策略,然后,解出零售商的最优决策,并在理论上证明了期权契约的有效性。
On the Model Option of Transfering Surplus Agricultural Laborers in China 我国农业过剩劳动力转移的模型选择
The Research of Model of Option Games in R& D Project R&D投资中期权博弈模型的研究
Furthermore, combining with the stability of long contract and the flexibility of spot purchasing, the model of option contract in B2B E-market is established, and the optimal solutions are discussed. 建立了B2B电子市场下的供应链期权合同模型,结合长期合约的稳定性和现货采购的灵活性,讨论了分销商和供应商的最优决策。
Traditional financial theories, such as portfolio theory, capital asset pricing model and option pricing formula, all assume that the return series of the stock market obey normal distribution and have the identical variance. 传统的金融理论如投资组合理论、资本资产定价模型和期权定价公式,都假设股票市场的收益率服从正态分布,并且同方差。
Based on this equation, we study the pricing model for American option which essentially is an obstacle problem. 基于B-S方程,我们分析了美式期权的定价问题,其本质是一个障碍问题。
Then, this paper expounds details from the basic principles, accounting adjustments, use method and other perspectives of these four kinds of corporation valuation models: Relative Valuation Model, Discounted Cash Flow Model, Option Valuation Model and Economic Value Added Model. 之后,详细从基本原理、会计调整、使用方法、计算公式等不同方面介绍了四种类型的企业价值评估模型:相对估值模型、现金流贴现模型、期权估值模型和经济增加值模型。
This leads to the pricing the warrant based on the pricing model of option, including the B-S model and binominal decision tree model. 权证的这种期权性质,导致了其理论定价在实践中往往根据期权的有关定价公式来进行。应为较为广泛的包括B-S模型和二叉树模型。
After the comparsion of Market Pricing Method, CAPM Model and Option Pricing Model, a discount rate model which is suited to the current situation of China, is maded. 在比较了市场定价法、CAPM模型和期权定价模型等三种确定折现率的方法后,提出了适合我国目前实际情况的折现率确定模型。
As for the former, three models are proposed for their valuation, i.e. two-phase adjusted required rate of return model, Longstaff model and option model. 对于限制流通时间的流通股,笔者提出了三个模型进行估值,分别是两阶段调整要求收益率模型、Longstaff模型和期权定价模型。
A fundamental model of the option contract in retailer-led supply chain is established. 建立了零售商主导的供应链期权契约的基本模型。