The valuation of China venture capital guiding fund policy based on options model

被引：0
|
作者：
Hu, Kui [1 ]
Tang, Zhi [1 ]
Liang, Xun [1 ]
机构：
[1] Peking Univ, Inst Comp Sci & Technol, Beijing 100871, Peoples R China
来源：
2007 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS, VOLS 1-8 | 2007年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we analyze the China venture capital guiding fund policy based on options model. Options theory determines the present value of a future uncertainty interest. Following this principle, we propose the methods to valuate the policy with both Monte Carlo simulation and numerical analysis technique on Black-Scholes methed. Our work is a remarkable step towards the quantitative analysis of public policies using options theory.
引用
收藏
页码：25 / 30
页数：6
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