under the consideration of the flexibility of discount rate in the corporate liabilities pricing, a method on the view of contingent claims analysis is discussed.
针对公司负债定价时很难确定一个合适的风险调整利率问题,从或有要求权分析的角度解决公司负债定价的折现率选择。
in this paper, i introduced a new method, namely the contingent claims analysis or real options analysis (roa) for the decision-making of investment under uncertainty.
实物期权理论是期权定价理论的一种延伸与发展,该理论对于不确定性的投资决策尤为适用。
in this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.
本文运用相机权益分析方法,得到公司债估值公式,并探讨了纯混合兼并对企业债务价值的影响。