引入改进二叉树模型的信息系统项目实物期权的研究
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摘要
如何评价信息系统项目价值对项目周期内的各项活动,尤其是项目投资与否有着重要的意义。本文旨在找到针对信息系统项目的评价模型,并给出一系列可循的评价步骤对项目价值进行评价,为组织的信息化决策提供支持;在文献研究的基础上,通过对比分析,以二叉树实物期权模型为基础,结合信息系统项目的具体特点,找出科学的、适用性好的评估方法。
It is increasingly important in the information project management to evaluate the activities during the project cycle especially when and where to invest. This paper aims to find an evaluation model for information system and build a series of ruled steps that can be followed to evaluate the organization activities in the information system project and make appropriate choices. With literature review and analysis work,this paper has made a model based on real options and the characteristics of information system project.
It is increasingly important in the information project management to evaluate the activities during the project cycle especially when and where to invest. This paper aims to find an evaluation model for information system and build a series of ruled steps that can be followed to evaluate the organization activities in the information system project and make appropriate choices. With literature review and analysis work,this paper has made a model based on real options and the characteristics of information system project.
引文
[1]马蒙蒙,蔡晨,王兆祥.基于二叉树期权定价模型的企业研发项目价值评估研究[J].中国管理科学,2004,12(3):22-27.
[2]穆昕,王浣尘.基于实物期权的项目投资管理柔性分析[J].数量经济技术经济研究,2004(8):91-97.
[3]夏健明,陈元志.实物期权理论评述[J].上海金融学院学报,2005(1):4-13.
[4]马欣,王喆.实物期权理论的投资项目评价[J].管理世界,2003(3):140-141.
[5]谷晓燕,何锋,蔡晨.风险条件下基于实物期权的研发项目多阶段评价模型[J].中国管理科学,2011(4):68-75.
[6]丁珊珊.不确定条件下基于实物期权的投资决策[D].浙江大学博士学位论文,2010.
[7]李英华,李兴斯.最小叉熵法推导期权定价二叉树模型[J].大连理工大学学报,2011(51):777-780.
[8]马丽娜.科技投资项目评价理论与方法研究[D].吉林大学博士学位论文,2007.
[9]段世霞,扈文秀,姜红丙.基于实物期权的项目投资评价[J].科技管理研究,2008(10):136-138.
[10]陈怡男,曾艳琳,刘鸿渊.技术商品实物期权属性与转让定价研究[J].统计与决策,2013(16):55-58.
[11]Cox J C,Ross S A,Rubinstein M.Option Pricing:a Simplified Approach[J].Journal of Financial Economics,1979(10):229-264.
[12]温晓芳.实物期权与金融期权比较研究[J],金融理论与实践,2004(11):55-56.
[13]Yeo K T,F Qiu.The Value of Management Flexibility:a Real Option Approach to Investment Evaluation[J].International Journal of Project Management,2003(21):243-250.
[14]Benaroch M,Jeffery M,Kauffman R J,Shah S.Option-based Risk Management:a Field Study of Sequential Information Technology Investment Decisions[J].Journal of Management Information Systems,2007,24(2):103-140.
[2]穆昕,王浣尘.基于实物期权的项目投资管理柔性分析[J].数量经济技术经济研究,2004(8):91-97.
[3]夏健明,陈元志.实物期权理论评述[J].上海金融学院学报,2005(1):4-13.
[4]马欣,王喆.实物期权理论的投资项目评价[J].管理世界,2003(3):140-141.
[5]谷晓燕,何锋,蔡晨.风险条件下基于实物期权的研发项目多阶段评价模型[J].中国管理科学,2011(4):68-75.
[6]丁珊珊.不确定条件下基于实物期权的投资决策[D].浙江大学博士学位论文,2010.
[7]李英华,李兴斯.最小叉熵法推导期权定价二叉树模型[J].大连理工大学学报,2011(51):777-780.
[8]马丽娜.科技投资项目评价理论与方法研究[D].吉林大学博士学位论文,2007.
[9]段世霞,扈文秀,姜红丙.基于实物期权的项目投资评价[J].科技管理研究,2008(10):136-138.
[10]陈怡男,曾艳琳,刘鸿渊.技术商品实物期权属性与转让定价研究[J].统计与决策,2013(16):55-58.
[11]Cox J C,Ross S A,Rubinstein M.Option Pricing:a Simplified Approach[J].Journal of Financial Economics,1979(10):229-264.
[12]温晓芳.实物期权与金融期权比较研究[J],金融理论与实践,2004(11):55-56.
[13]Yeo K T,F Qiu.The Value of Management Flexibility:a Real Option Approach to Investment Evaluation[J].International Journal of Project Management,2003(21):243-250.
[14]Benaroch M,Jeffery M,Kauffman R J,Shah S.Option-based Risk Management:a Field Study of Sequential Information Technology Investment Decisions[J].Journal of Management Information Systems,2007,24(2):103-140.