| 复合期权在生物制药项目评估中的应用研究 |
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| 引用本文： | 肖淑芳,阿晓芸. 复合期权在生物制药项目评估中的应用研究[J]. 北京理工大学学报(社会科学版), 2005, 7(6): 24-26 |
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| 作者姓名： | 肖淑芳 阿晓芸 |
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| 作者单位： | 1.北京理工大学管理与经济学院,北京100081 |
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| 基金项目： | 北京理工大学校科研和教改项目;; |
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| 摘 要： | 用什么方法来评价生物制药项目的价值是实际工作中亟需解决的问题。在分析了生物制药项目具有复合实物期权特征的基础上,认为应该使用复合期权定价模型对生物制药项目进行评估,并通过实例说明了如何运用Geske复合期权定价模型对生物制药项目进行评估。
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| 关 键 词： | 复合实物期权 生物制药项目 Geske模型 |
| 文章编号： | 1009-3370(2005)06-0024-03 |
| 收稿时间： | 2005-09-02 |
| 修稿时间： | 2005-09-02 |
An Application Study of Valuation of Compound Options in the Bio-pharmaceutical Project |
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| XIAO Shu-fang and A Xiao-yun. An Application Study of Valuation of Compound Options in the Bio-pharmaceutical Project[J]. Journal of Beijing Institute of Technology(Social Sciences Edition), 2005, 7(6): 24-26 |
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| Authors: | XIAO Shu-fang and A Xiao-yun |
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| Affiliation: | 1.School of Management and Economy Beijing Institute of Technology,Beijing 100081 |
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| Abstract: | It is a problem to be solved urgently in practice that what kind of method should be used to evaluate Bio-pharmaceutical Projects.Based on the discussion that Bio-pharmaceutical Project has characteristics of Compound Real Options(CRO),this paper argues that the pricing model of Compound Options should be used as the method for the evaluation of Bio-pharmaceutical Project,and explains how to use the Geske model to evaluate the Bio-pharmaceutical Project through an example. |
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| Keywords: | compound real options bio-pharmaceutical project geske model |
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