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
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;
Conference_Titel :
Information Processing, 2009. APCIP 2009. Asia-Pacific Conference on
Conference_Location :
Shenzhen
Print_ISBN :
978-0-7695-3699-6
DOI :
10.1109/APCIP.2009.295
