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不流动资产的定价与股权分置改革研究 - 金融工程

不流动资产的定价与股权分置改革研究 - 金融工程

不流动资产的定价与股权分置改革研究 - 金融工程

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不 流 动 资 产 的 定 价 与 股 权 分 置 改 革 研 究<br />

附 录<br />

附 录 一 有 关 Matlab 程 序<br />

一 、 折 价 率 模 拟 程 序<br />

dt=0.05;<br />

T=[1,2,3,5];<br />

N=T/dt;<br />

u1=0.1;<br />

u2=0.6;<br />

p=0.5;<br />

d1=0.2;<br />

y=0.1 ;<br />

num=100000;<br />

total_R=linspace(0,0,5);<br />

total_JW=linspace(0,0,5);<br />

total_JWw=linspace(0,0,5);<br />

E_R=linspace(0,0,5);<br />

E_JW=linspace(0,0,5);<br />

E_JWw=linspace(0,0,5);<br />

F=linspace(0,0,5);<br />

w=linspace(0.1,0.9,5);<br />

V0=[0.6945,0.4233,0.3612,0.3256,0.2316,0.1312];<br />

D2=[0.3,0.6];<br />

for d=1:2<br />

D2(d)<br />

for t=1:4<br />

T(t)<br />

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