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The valuation of china venture capital guiding fund policy based on options model

By: Xun Liang; Zhi Tang; Kui Hu;

2007 / IEEE / 978-1-4244-0990-7

Description

This item was taken from the IEEE Conference ' The valuation of china venture capital guiding fund policy based on options model ' In this paper, we analyze the China venture capital guiding fund policy based on options model. Options theory determines the present value of a future uncertainty interest. Following this principle, we propose the methods to valuate the policy with both Monte Carlo simulation and numerical analysis technique on Black-Scholes methed. Our work is a remarkable step towards the quantitative analysis of public policies using options theory.