| 基于实物期权的IT项目开发风险决策方法 |
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| 引用本文： | 方德英,寇纪淞,李敏强.基于实物期权的IT项目开发风险决策方法[J].中国软科学,2004(2):141-145. |
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| 作者姓名： | 方德英 寇纪淞 李敏强 |
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| 作者单位： | 1. 河南科技大学,经管学院,河南,洛阳,471003
2. 天津大学,管理学院,天津,300072 |
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| 基金项目： | 国家自然科学基金资助项目(70371046) |
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| 摘 要： | 本文借助经济学中的实物期权思想,把IT项目开发过程视为实物期权的变更过程。从规避风险后果而非传统的降低风险概率角度,论述了如何减轻IT项目开发中各风险因素的风险当量问题。文中首先指出了IT项目开发风险管理中4种常见的实物期权类型,并且建立了相应的风险决策模型。而后通过实例,以6种影响因素的实物期权定价公式分析了模型求解过程。最后,总结了实物期权理论在IT项目管理中的其它作用和进一步的研究方向。
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| 关 键 词： | 实物期权 IT项目开发 风险 风险决策 |
| 文章编号： | 1002-9753(2004)02-0141-05 |
| 修稿时间： | 2003年9月9日 |
Risk Decision-making Approach to IT Projects Development Based on Real Options |
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| FANG De-ying,KOU Ji-song,LI Min-qiang.Risk Decision-making Approach to IT Projects Development Based on Real Options[J].China Soft Science,2004(2):141-145. |
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| Authors: | FANG De-ying KOU Ji-song LI Min-qiang |
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| Institution: | FANG De-ying~1,KOU Ji-song~2,LI Min-qiang~2 |
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| Abstract: | By applying the concept of real options in economics, IT project development is regarded as a process of real options' change in this paper. The issue of how to reduce the risks that exist in this process is discussed in a view of hedging possible risk losing instead of traditionally diminishing risk probability. Firstly, real options in IT project development are categorized into four types, and then each risk decision-making model is given respectively. Secondly, the solutions of these models are illustrated by examples with consideration of six factors about real options pricing. Finally, it is summarized that other uses and one possible research aspect of real options in IT project management. |
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| Keywords: | real options IT project development risk risk decision-making |
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