48437期权及其他衍生产品9e赫尔.pptxVIP

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  • 2023-12-06 发布于湖北
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Chapter35RealOptionsOptions,Futures,andOtherDerivatives,9thEdition,Copyright?JohnC.Hull20141

AnAlternativetotheNPVRuleforCapitalInvestmentsOptions,Futures,andOtherDerivatives,9thEdition,Copyright?JohnC.Hull20142Definestochasticprocessesforthekeyunderlyingvariablesanduserisk-neutralvaluationThisapproach(knownastherealoptionsapproach)islikelytodoabetterjobatvaluinggrowthoptions,abandonmentoptions,etcthanNPV

CorrectDiscountRatesareCounter-IntuitiveOptions,Futures,andOtherDerivatives,9thEdition,Copyright?JohnC.Hull20

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