期权估值

之后，详细从基本原理、会计调整、使用方法、计算公式等不同方面介绍了四种类型的企业价值评估模型：相对估值模型、现金流贴现模型、期权估值模型和经济增加值模型。

Then , this paper expounds details from the basic principles , accounting adjustments , use method and other perspectives of these four kinds of corporation valuation models : Relative Valuation Model , Discounted Cash Flow Model , Option Valuation Model and Economic Value Added Model .

斯科尔斯期权定价模型用于期权估值是公认的标准，几乎所有主要的商业学院都在教授它。如果我们不这么做，会被指责为会计造假。

Black-Scholes is the accepted standard for option valuation – almost all leading business schools teach it – and we would be accused of shoddy accounting if we deviated from it .

有些银行家甚至提出，布莱克-斯科尔斯理论为期权估值提供了一种简便的方法，它给金融带来的影响，就如同发现DNA对药学的影响一样巨大。

Indeed , some bankers argue that the Black-Scholes theory , which provides an easy way to value options , has had as much impact on finance as the discovery of DNA has had on medicine .

基于量子二项式模型的实物期权估值算法

The Algorithm for Real-Options Evaluation Based on Quantum Binomial Model

投资决策期权估值的熵模型

An Entropy Model of Evaluation for Investment Decisions Option

考虑管理人因素的风险项目期权估值方法研究

Research on the Estimation Approach of the Risk Project Option in Considering Manager-Related Factors

没有期权估值的能力你也可以成为非常成功的投资者。

You can be highly successful as an investor without having the slightest ability to value an option .

文中模型在具体案例中的运用，为以后在实际问题中如何运用实物期权估值方法提供了参考。

The proposed model being used in specific cases , in the actual problem for later how to use real options valuation method provides reference .

δγ法在期权风险估值（VaR）中的应用

Application of δγ Method in VaR of Option

对于算术平均亚式期权的估值很复杂，要得到一个如Black-Scholes那样的封闭形式解就相当困难。

It is complicated to obtain an explicit solution for the price of arithmetic average Asian options using the Black-Scholes model .

随机利率条件下的货币期货期权的估值

Estimates of Currency Futures Options under Stochastic Interest Rates

这些结果可以应用到金融领域用于消费投资组合的选择或是美式期权的估值。考察了完全市场中的最优消费和最优投资组合问题，给出了求最优消费的理论框架。

Third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the American option . The optimal consumption and portfolio in a complete market is also considered , and the framework to find the optimal consumption is got .

为了克服这些缺点，本文建立了结合双精度神经网络和实物期权方法的估值模型。

In order to overcome these shortcomings , we established a valuation model integrated with double-precision neural networks and real options model .

本文的主要研究内容是对于传媒行业的部分优质上市公司采用期权定价模型进行估值。

This essay mainly focuses on the valuation of the listed companies onthe media industry by means of real option pricing model .

控制变量技术是一种方差缩减方法，利用控制变量技术修正二叉树定价模型定价的美式期权价值，可以提高美式期权估值的精度。

So when the number of step is very small , it affects the accuracy of the American options pricing . The control-variant approaches are variance reduction techniques and improve the value of American options valued by binomial tree and increase estimation accuracy .