基于延期期权的供应链金融高风险项目收益分配模型

Q1 Social Sciences HumanMachine Communication Journal Pub Date : 2010-04-24 DOI:10.1109/MVHI.2010.93
Duan Weichang
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引用次数: 1

摘要

DCF法在处理现金流问题的风险评估循环时有其独特的问题,忽略了对不同投资变化的准确评估和价值。为了解决供应链金融递延分配的高风险评估问题,将递延期权定价的二项树模型应用于不确定环境下的估值问题和求解。分析了供应链金融中风险投资的三个关键问题,建立了延期期权定价的二项树模型。结果表明,在实物期权和方法的检验下,对决策时投资收益最大化进行了高风险评价,该方法是一种实用的分析方法,为决策者提供了新的解决方案支持。
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Benefits Distribution Model of High-Risk Projects Based on Deferral Options for Supply Chain Finance
DCF method has its unique problem when dealing in the risk evaluation circulated for cash-flow issues, and it also neglects the accurate assessment and value in changing different investment. In order to solve the high-risk evaluation for deferred allocation with supply chain finance, a binomial trees model of deferral option for pricing is uses to the valuation problem and solve to an uncertain environment. It is analyses the three key problems for VC investment on supply chain finance, when set up a binomial trees model of deferral option for pricing. The Results is that was tested in a real options and approach to the decision-making when investment to a maximize benefits for a high-risk evaluation, and this method is a practical analysis which provided a new solution for support to decision-makers.
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来源期刊
CiteScore
10.00
自引率
0.00%
发文量
10
审稿时长
8 weeks
期刊最新文献
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