基于实物期权的R&D项目投资研究 |
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引用本文: | 余健.基于实物期权的R&D项目投资研究[J].宜宾学院学报,2006,6(11):21-23. |
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作者姓名: | 余健 |
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作者单位: | 重庆师范大学教务处,重庆400047 |
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摘 要: | 本文将实物期权理论应用到R&D项目投资领域,探讨了如何应用实物期权理论评估研究开发项目。由于R&D项目属于高风险项目,因此本文对R&D项目所具有的各种可能的风险因素进行了深入分析。鉴别了可能存在的实物期权。最后结合具体案例,讨论了如何分析、计算R&D项目的实物期权价值。
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关 键 词: | 实物期权 R&D项目 项目风险 Geske模型 |
文章编号: | 1671-5365(2006)11-0021-03 |
收稿时间: | 06 29 2006 12:00AM |
修稿时间: | 2006年6月29日 |
The Investment Research of R&D Project Based on Real Options |
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Authors: | YU Jian |
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Institution: | Dept. of Teaching Affairs, Chongqing Normal University, Chongqing 400647, China |
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Abstract: | This article introduces the Real Options Theory into the field of R&D project investment.How the Real Options Theory is applied to evaluating R&D project is discussed.As R&D project belongs to the high risk project,all kinds of risk element that can exist in R&D project are analyzed and the Real Options that can exist in R&D project are identified.Finally,an example is provided to discuss how to analyze and to calculate the Real Options value. |
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Keywords: | Real Options R&D Project Project Risk Geske Model |
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