公司购并的风险计量  

The Risk Evaluation of the Companies' Mergers

作　　者：于桂荣[1] 张建华[2] 黄大荣[3] 

机构地区：[1]沈阳航空工业学院基础部,辽宁沈阳110034 [2]辽宁大学工商管理学院,辽宁沈阳110036 [3]重庆大学自动化学院,400044

出　　处：《辽宁大学学报（自然科学版）》2003年第4期308-310,共3页Journal of Liaoning University：Natural Sciences Edition

摘　　要：在资产组合的均值—方差分析的基础上对于公司购并的风险进行了分析,得出了公司购并风险的程度取决于购并元间的相关系数.对Black Scholes期权定价公式与期望率μ无关的事实作了一个数学上比风险中性概念更为清晰的说明.Based on the expectation-variance analysis of portfolio, this paper presented that the degree of the risk of the companies' mergers depended on correlative between the mergers' units. Meanwhile, we explicated a mathematical statement which was clearer than the concept of risk nature for the fact that Black-Scholes option pricing formulate was notcorrelative with expectative rate μ.

关 键 词：公司购并 风险计量 BLACK-SCHOLES期权定价公式 均值-方差分析 金融市场 

分 类 号：F830.9[经济管理—金融学] F224.0