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실물옵션가치평가 방법에 관한 연구 원문보기
A Study on Real Option Pricing Method

  • 저자

    진성태

  • 학위수여기관

    창원대학교 대학원

  • 학위구분

    국내석사

  • 학과

    산업시스템공학과

  • 지도교수

  • 발행년도

    2003

  • 총페이지

    iv, 75p.

  • 키워드

    실물옵션가치평가 산업시스템 Real Option Pricing Method;

  • 언어

    kor

  • 원문 URL

    http://www.riss.kr/link?id=T9249396&outLink=K  

  • 초록

    The Real Option Pricing theory has emerged as the new investment decision-making techniques take the place of the traditional discounted cash flow techniques and thus has greatly received much attention from academics and practitioners in these days. Recent empirical findings also report increasing interests and its applications in the actual investment decision. Real Options, which is tailored deal with uncertainty and flexibility related to an investment project, enables managers to take the value of flexibility in investment decision making. There many different ways to calculate the real options value. So, Real Option Pricing Methods look like very unintelligible. In this paper, there are two major objectives in this thesis. The first, We will analyze a replicating portfolio method, a risk-neutral probability method, decision tree making analysis method under the conditions of a binomial lattice option pricing theory. The second, We will compare calculated results and analyze reason that results are different. Finally we will confirm whether is method that results can be same.


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