English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109948/140897 (78%)
Visitors : 46103960      Online Users : 1404
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/120488
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/120488


    Title: 高科技產業評價--實質選擇權在網路股上的應用
    Authors: 邱志忠
    Contributors: 杜化宇
    邱志忠
    Date: 2002
    Issue Date: 2018-10-11 09:32:25 (UTC+8)
    Abstract: 隨著網際網路的興盛,一些標榜提供網際網路相關產品的公司,如雨後春筍般的出現,著實讓人以為新經濟的到來。這些依附網路而存在的公司,提供一簡化交易及降低交易成本的機制,這簡化的機制得到投資大眾的認同。更加深這些公司股價的波動性,導致傳統運用在評價公司價值的分析模型相繼失效。因此如何評價這些科技產業問題,便成為學術界爭相探討的焦點。
    本文在幾何布朗運動中,再加入跳躍過程來評估網際網路公司價值時,比Schwartz及Moon (2000)兩位學者的模型更能有效解釋網際網路公司股價行為。
    Reference: 一、中文部分(依作者姓氏筆畫排列)
    1.吳匯寧,“新經濟企業評價---以網際網路股票為例”,淡江大學財務金融學系碩士論文,民國九十年六月。
    2.林家帆,“以實質選擇權法評估高科技產業股價”,國立政治大學金融研究所碩士論文,民國九十年六月。
    3.黃詮鑑,“網路公司的評價”,國立中山大學財務管理學系研究所碩士論文,民國八十九年六月。
    二、英文部分(依作者姓氏字母排列)
    1. Desmet, Driek and Tracy Francis, (2000) “Valuing dot-coms”, Mckinsey Quarterly, 148-157
    2. Duffie, Darrell, Dynamic asset pricing theory, Princeton University Press, c1996
    3. Harmon, Steve (1999) “The metrics for evaluating internet companies”, Molex Research Report
    4. Hirschey, Mark (1998) “How much is a tulip worth?” Financial Analyst Journal, July-August, 11-17
    5. Kou, S. G., (2002), “A jump diffusion model for option pricing”, Working paper, Columbia University
    6. Longstaff, F. A., E. S. Schwartz, (2001), “Valuing American options by simulation: a simple least-squares approach”, The Review of Financial Studies Vol. 14, No. 1. 113-147
    7. Luehrman, Timothy A., (1994), “Capital projects as real options : an introduction”, Harvard Business School case 295-074
    8. Merton R.C., (1976), “Option pricing when underlying stock returns are discontinuous”, Journal of Financial economics 3, 1976, 125-144.
    9. Neftci, Salih N (2000) An introduction to the mathematics of financial derivatives, Academic Press.
    10. Pindyck R. S., D.L. Rubinfeld, (1997), Econometric models and economic forecasts.
    11. Schwartz, Eduardo S. and Mark Moon, (2000), “Rational Pricing of Internet Companies “, Financial Analyst Journal, pp.62-75
    12. Trigeorgis, L. and S. P. Mason (1987) “Valuing Managerial Flexibility”, Midland Corporate Finance Journal 5, 1,14-21
    Description: 碩士
    國立政治大學
    財務管理學系
    90
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G91NCCV5932012
    Data Type: thesis
    Appears in Collections:[財務管理學系] 學位論文

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML2225View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback