IT项目投资期权及其风险管理

The Futures Right of IT Project Investnent and Its Risk Management

本文简要介绍了IT项目投资的特点、金融期权和IT项目期权的含义及其定价模型,详细分析了IT项目期权的类型和IT项目期权的套期保值,其中对比分析了NPV方法和期权方法(B-S模型)在评估IT项目中的差异。

This paper starts with a brief introduction to the characteristics of I T project investment,to the definitions of financial futures right and futures rig ht of IT project investment and their price.Then,it analyzes in details the type s and futures value security of futures right of IT project investment with a co mparative analysis of NPV model and B-S model in the assessment of IT project.