商业银行信息化投资决策的期权模型-管理科学与工程专业毕业论文.docxVIP

董叠丝盘堑墨盘堂巫±芏堡垒塞————————妇亘些墼堑丝皇丛垄速蔓盏型毯吐丝AB 董叠丝盘堑墨盘堂巫±芏堡垒塞————————妇亘些墼堑丝皇丛垄速蔓盏型毯吐丝 AB STRACT the bank sector to the With growing contribution from service industry especially to the Banks nationaI economv， information technology investment is crucial development in the current macro．policy and the developing of information technoIogy． more protIts tor On the one hand，increasing information technology investment could get on the other hand,due to the the CommerciaI Bank by enlarging market share．But complexity 0f banking system and their highly dependent on information technoIogy,the risks．In this excessive gro埘h of investment in information project will bring enormous for risk, case．banks need to establishing the level of risk tolerance based on their appetite that creatIng and make the appropriate investment decisions．Therefore，it is significant ot information technoIogy investment criteria for the banks’decision-making anaIysIs on banks’nformat’on information technoIogY investment．Most of existing research inVestment timing technology investment is using options model to analyze optimaI the infIuence directIv．HoweveL uncertainty and risks are addressed without considering investment· decisionS brought by the risk of accelerating banks’information This report starts from empirical analysis on the return of 16 Listed Banks’ technoIogy investment．Through a regression analysis on data of China’s would enhance in 2000—2014， it is found that information technology investment it would also Increase profitability such as net income and return on assets，but the strategies banks‘ Risk—weighted assets and other risks．So it is important to study information technoIogy investment and risks affected by the fast’growing‘nformatIon· of the quantitatIVe 111en．risl(s of accelerate investment are quantified from the view model． Investment Decision opti。n Pric’mg Key w。rd： lnfomatizati。n Comillercial Bank II 万方数据 重垫丝查堡墨苤主塑±芏堡堡叁 重垫丝查堡墨苤主塑±芏堡堡叁 堡直些堡堑垡!垒坐塑壹选鏊鲍塑壑垄型》 目录 摘要 l ABS