矿山资产评估模型

矿山资产评估模型

  50

Contributor

contributed at 2018-12-04

Authorship

Affiliation:  
岳天祥编著
Email:  
yue@lreis.ac.cn
Homepage:  
View
Is authorship not correct? Feed back

Classification(s)

Earth System SubjectEarth Surface SystemAnthroposphere
Geography SubjectHuman GeographyIndustrial Geography

Detailed Description

矿山资产评估模型

 

(1)  期权定价的模型:

 

 

 

 

 

 

 

 

式中,为欧式看潮期权的价格;为执行价格;为一年表示的权利期间的长短;为瞬间的无风险利率;为积累正态分布函数;为商品期货价格;为标的资产价格的波动性。

 

(2)  一种简化的矿山资产评估模型:

 

 

 

 

 

 

 

 

 

 

式中,为矿山在某一年度的价值;为期权得以执行的概率;为停产状态时矿山所担负的固定费用;为矿山整个寿命期内的价值;其他同上。

 

参考文献

谢英亮,陈南:一种基于期权定价理论矿山资产评估简化模型。资源科学,2000221

How to cite

《资源环境数学模型手册》 (2018). 矿山资产评估模型, Model Item, OpenGMS, https://geomodeling.njnu.edu.cn/modelItem/353796d7-35b7-41aa-b77a-91c10f532e7e
Copy

QR Code

Contributor

contributed at 2018-12-04

Authorship

Affiliation:  
岳天祥编著
Email:  
yue@lreis.ac.cn
Homepage:  
View
Is authorship not correct? Feed back

QR Code

You can link related {{typeName}} from your personal space to this model item, or you can create a new {{typeName.toLowerCase()}}.

Model Content & Service

These authorship information will be submitted to the contributor to review.