DocumentCode
2874780
Title
Study on Private Equity Investment Risk Avoiding Base on Option
Author
Zhang, Xubo ; Zhang, Chengbo
Author_Institution
Sch. of Econ. & Manage., Wuhan Polytech. Univ., Wuhan, China
Volume
2
fYear
2009
fDate
18-19 July 2009
Firstpage
635
Lastpage
638
Abstract
This paper uses the approaches and models of option theory to analyze two-stage private equity investment decision-making under uncertainty. Mathematics expressions of this two-stage private equity investment decision-making are presented. An option value model about two-stage private equity investment decision-making base on options pricing theory under the uncertainty is presented. Get the solution of option pricing model which we present.
Keywords
decision making; investment; mathematical analysis; risk management; share prices; mathematics expression; option pricing; option theory; option value; private equity investment decision making; private equity investment risk; Companies; Conference management; Costs; Decision making; Information processing; Investments; Pricing; Risk management; Timing; Uncertainty; Option pricing; Risk management; private equity;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Processing, 2009. APCIP 2009. Asia-Pacific Conference on
Conference_Location
Shenzhen
Print_ISBN
978-0-7695-3699-6
Type
conf
DOI
10.1109/APCIP.2009.295
Filename
5197278
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