一种基于期权定价的报酬率亏空的计算方法

根据期权的特点,结合Black-Scholes模型及评估环境,本文给出了一种经营性租赁资产评估的新方法一实物期权定价法.基于此方法,运用二分迭代法求解出某经营性租赁实例中达到不同预期赢利值时对应的报酬率亏空值,并给出了结果曲线.结果表明这种方法简单易行,对于基于期权定价的报酬率亏空的计算具有良好的效果,使投资评估的结果更为全面与合理.

According to the options characteristics, one new method of real options pricing was pointed out combined with Blak-Scholes model and evaluation environment.Based on the given method, reward rate deficit under the different expected profits was solved in some given calculated example by means of dichotomy iterate method. In the end, thecorresponding calculated curves were drawn in this article. The result shows that the method is very easy to carry out and has a good effect on the reward rate deficit based on options pricing.This can make the asset evaluation more reasonable and comprehensive.