江苏沿海港口岸线资源期权定价模型研究  

Research on Option Pricing Model of Jiangsu Coastal Resources

作　　者：尹庆民[1] 李田田[1] 吴秀琳杰 

机构地区：[1]河海大学商学院,江苏南京211100

出　　处：《韶关学院学报》2016年第10期10-15,共6页Journal of Shaoguan University

基　　金：江苏省社会科学基金项目(12EYB004)

摘　　要：港口岸线资源是江苏省海洋经济发展的重要资源.根据江苏港口岸线资源的实际情况,从自然、经济、社会、交通运网4个方面梳理了影响港口岸线资源价值的主要因素,选取了最具影响力的8个价值评估指标;运用实物期权的定价方法,考虑到货币时间价值及决策延迟期价值的变化,得到B-S测度时港口岸线资源的期权价值,构建了江苏港口岸线资源期权定价模型研究.Port shoreline resource is an important resource for marine economic development in Jiangsu Province. Considering the current problems in the process of resource allocation, the author puts forward the pricing model of Jiangsu port shoreline resource option. First of all, through the analysis of factors affecting the port shoreline resources, the author selects the most influential eight evaluation indexes from four aspects of nature, economy, society, transportation network; Secondly, the author quotes the pricing method of real option, considers the time value of money（interest factor） and change in value of decision lag, gets the option value of port shoreline resource within B-S measure.

关 键 词：期权 港口岸线资源 定价模型 

分 类 号：F552[经济管理—产业经济]