《实务期权与PPP/PFI项目风险管理 英文版》PDF下载

  • 购买积分:8 如何计算积分?
  • 作  者:刘继才著
  • 出 版 社:北京:科学出版社
  • 出版年份:2010
  • ISBN:9787030283313
  • 页数:145 页
图书介绍:自上世纪80年代开始,项目融资这一模式在基础设施的建设中得到了大量的使用。但是,其失败的案例也非常之多。很重要的原因之一在于项目融资中没有令人满意的风险的评价与分配。现有的风险评价是基于传统的折现流方法(DCF,Discounted-Cash-Flow),这一方法忽视项目运行过程中项目存在的灵活性,以及项目管理者对项目管理的主观能动性,因此,低估了项目的价值。导致不准确的风险评价。本书引入实物期权理论对项目融资中大型基建项目的风险与不确定性进行评价,在案例分析的基础上,得出更为合理的风险管理框架。

Chapter 1 Theories of PPP/PFI and Real Option 1

1.1 Introduction to PPP/PFI 1

1.2 Risk Management Aspects of PPP/PFI 5

1.3 Real Option Theory and Application 16

1.4 Summary 28

Chapter 2 Option Design Strategies for Infrastructure Proiects 29

2.1 Interpreting Risks in an Alternative Manner 29

2.2 Risk Management Strategies at Firm and Independent Project Levels 34

2.3 Short Case Studies on Flexibility and Options 36

2.4 Option Design Strategies and Their Relevance to Risks 47

2.5 Summary 50

Chapter 3 Maior Case Study One:Dābhol Power Proiect in India 52

3.1 Background of the Dābhol Power Project 52

3.2 Real Options Embedded in the Project 54

3.3 Quantitative Analysis of the Project 59

3.4 Summary 75

Chapter 4 Maior Case Study Two:The Malaysia-Singapore Second Crossing 77

4.1 Project Background 77

4.2 Conventional Financial Analysis and Cash Flow Models 80

4.3 Project Evaluation Using Real Option 83

4.4 Flexibility in Design and Execution 89

4.5 Summary 96

Chapter 5 Maior Case Study Three:The Wastewater Treatment Plant in Southern China 97

5.1 Background of the Project 97

5.2 Details of the Transaction 98

5.3 Risk Factors Faced by the Concessionaire 104

5.4 Real Options Identified in the Project 105

5.5 Evaluation of the Transaction 107

5.6 Negotiation Band 119

5.7 Risk Comparison between the Two Bidding Scenarios 122

5.8 Summary 123

Chapter 6 New Framework of Risk Management 125

6.1 Common Types of Options in PPP/PFI Projects 125

6.2 An Integrated Real Option—Risk Management Framework 127

6.3 Option Modeling 131

6.4 Real Option and Negotiation 134

6.5 Future Research Direction 137

References 139

Afterwords 145