| 需求随机时的存货质押融资质押量决策研究 |
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| 引用本文： | 马青波.需求随机时的存货质押融资质押量决策研究[J].科学技术与工程,2012,12(9):2246-2250. |
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| 作者姓名： | 马青波 |
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| 作者单位： | 上海交通大学中美物流研究院,上海,200030 |
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| 摘 要： | 本文研究了在需求随机波动的情况下，融资企业最优存货质押量决策问题和融资企业违约问题，并分析了质押率、存货质押贷款利率、存货质押贷款期限等因素对最优存货质押量的影响，以及存货质押量对融资企业违约概率的影响。研究表明，存货质押量将随着质押率、质押贷款利率和贷款期限的增大而减小。最后，通过数值算例验证了文章的结论。
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| 关 键 词： | 存货质押融资 存货质押量 违约概率 |
| 收稿时间： | 2011/12/21 0:00:00 |
| 修稿时间： | 1/15/2012 4:56:07 PM |
Research on Loan-to-value Quantity of Inventory Financing under a Random Fluctuation of Demand |
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| Ma Qingbo.Research on Loan-to-value Quantity of Inventory Financing under a Random Fluctuation of Demand[J].Science Technology and Engineering,2012,12(9):2246-2250. |
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| Authors: | Ma Qingbo |
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| Institution: | MA Qing-bo (Sino-US Global Logistics Institute,Shanghai Jiaotong University,Shanghai 200030,P.R.China) |
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| Abstract: | The decision of the optimal loan-to-value quantity and enterprise default problem are analyzed under a random fluctuation of demand. Then the influence of loan-to-value ratio, interest rate and loan term over the optimal loan-to-value quantity are analyzed. The influence of loan-to-value quantity over the probability of enterprise default is analyzed in succession. The study shows: the loan-to-value quantity has the contrary change trends to the loan-to-value interest rate, interest rate and load term. Finally, the numerical study is given to demonstrate the conclusions. |
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| Keywords: | inventory financing loan-to-value quantity probability of default |
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