摘要
基于对实物期权理论和煤炭企业信息化建设特性及其产生效应特性的认识,提出并具体分析了煤炭企业信息化建设效应所蕴涵的期权价值.通过算例设计对煤炭企业信息化所蕴涵的期权价值效应进行了估算,并指出通过期权价值的评价可以全面反映煤炭企业信息化效应的基本素质与弹性价值,最后对煤炭企业信息化所蕴含的期权价值进行归结.
Based on the knowledge real option theory and the characteristics of coal enterprise informalization effect, the value of real option implied in the effect of coal enterprise informalization was revealed. Through calculation design, estimated quantitatively the value of real option implied in coal enterprise informalization effect applying B -S pricing model of financial option. Finally, pointed out and concluded the value of real option implied in coal enterprise informalization effect completely.
出处
《煤炭学报》
EI
CAS
CSCD
北大核心
2008年第6期717-720,共4页
Journal of China Coal Society
基金
北京市教育委员会共建经费研究生教育项目资助
关键词
煤炭企业信息化
实物期权
效应
coal enterprise informalization
real option
effect
