| 基于实物期权法的项目经济评价研究 |
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| 引用本文： | 鲍学英,赵延龙. 基于实物期权法的项目经济评价研究[J]. 兰州交通大学学报, 2009, 28(3): 22-24 |
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| 作者姓名： | 鲍学英 赵延龙 |
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| 作者单位： | 鲍学英,BAO Xue-ying(兰州交通大学,土木工程学院,甘肃,兰州,730070);赵延龙,ZHAO Yan-long(兰州交通大学,经济管理学院,甘肃,兰州,730070) |
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| 摘 要： | 介绍了利用实物期权法进行项目经济评价的原理和特点，并采用Black-Scholes定价模型进行了案例分析．和传统的通过计算项目的净现值进行项目投资决策的方法相比，实物期权法充分考虑了项目不确定条件下的灵活性价值，从而进一步保证投资决策的科学性．
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| 关 键 词： | 实物期权法 经济评价 净现值 |
Research on the Project Economic Evaluation Based on Real Options |
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| BAO Xue-ying,ZHAO Yan-long. Research on the Project Economic Evaluation Based on Real Options[J]. Journal of Lanzhou Jiaotong University, 2009, 28(3): 22-24 |
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| Authors: | BAO Xue-ying ZHAO Yan-long |
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| Affiliation: | BAO Xue-ying, ZHAO Yan-long( 1. School of Civil Engineering, Lanzhou Jiaotong University, Lanzhou 730070,China; School of Economics and Management, Lanzhou Jiaotong University, Lanzhou 730070 ,China) |
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| Abstract: | Principles and characteriatics of the project economic evaluation are presented based on real options. Black-$choles＇ pricing model is employed to analyze an evaluation case. Compared with the tradition al method of decision-making based on the net present value, randomicity factors are taken into account suf ficiently in real options. Consequently, the investment decision-making will be more rational. |
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| Keywords: | real option economic evaluation net present value |
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