基于實物期权博弈的矿山投资决策研究

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1、areabletoachieveoptimaluraniummineprojectinvestmentdecisions.Wangyuanyuan(Miningengineering)DirectedbyYangshijiaoKeywords:realoptions,gametheory,realoptiongame,mineinvestmentstrategyIII目录摘要........................................................IAbstract............................

2、........................II第一章绪论.................................................11.1问题的提出...............................................11.2研究现状.................................................21.2.1实物期权理论的投资决策研究现状........................21.2.2期权博弈投资理论研究现状..........................

3、....51.2.3矿山投资决策系统研究现状.............................111.3研究内容及研究方案......................................121.4本文的特色与创新........................................14第二章实物期权与期权博弈基本理论...........................152.1经典投资决策方法........................................152.1.1经典投资决策方法简介...........

4、......................152.2.2传统投资决策方法的局限性.............................172.2实物期权理论............................................182.2.1实物期权理论及特点...................................182.2.2实物期权定价模型.....................................212.3实物期权在项目投资战略分析中的应用.......................252.3.1实物

5、期权法..........................................25IV2.3.2不确定条件下的动态规划法.............................292.3.3不确定条件下投资决策的最优停止理论...................302.4博弈论..................................................322.4.1博弈论概述...........................................322.4.2竞争作用下的博弈分析..............

6、...................342.4.3不确定条件下的动态时机博弈...........................382.5小结....................................................43第三章矿山投资决策系统的期权博弈分析.......................443.1矿产资源经济学及矿山投资特性.............................443.1.1矿产资源经济学概述...................................443.1.2矿山企业投资项目

7、的实物期权特征.......................453.2基于期权博弈的矿山投资战略构思...........................463.2.1基于期权博弈的矿山投资理论框架体系...................463.2.2矿山项目的期权博弈策略操作步骤.......................503.3基于期权博弈的矿山投资系统决策研究.......................513.3.1双寡头垄断期权博弈的矿山价值模型.....................513.3.2对称双寡头垄断下的矿山期权博弈分析....

8、...............583.3.3非对称双