| 货价呈现布朗运动规律的海陆仓融资收支利率优化研究 |
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| 引用本文： | 严飞,汪传旭.货价呈现布朗运动规律的海陆仓融资收支利率优化研究[J].复旦学报(自然科学版),2011(1). |
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| 作者姓名： | 严飞 汪传旭 |
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| 作者单位： | 上海海事大学经济与管理学院; |
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| 基金项目： | 国家自然科学基金资助项目(70573068); 上海海事大学科研基金(2009116) |
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| 摘 要： | 考虑了由船公司向中小进口商融资以支付货款的海陆仓融资模式,建立了货物价格呈现布朗运动规律的海陆仓融资收入利率和支出利率优化的模型.该模型以船公司为领导者,进口商为跟随者,银行为合作伙伴,研究了船公司如何制定出对自己最有利的收入利率,然后根据风险与收益对等的原则来决策船公司的支出利率.最后,运用算例验证了模型的有效性.
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| 关 键 词： | 海陆仓 融资 收入利率 支出利率 |
Optimization on Shipping Company's Income and Withdrawl Rates under the Commodity Finance Cabin Model for the Products with Brownian Motion Process Price |
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| YAN Fei,WANG Chuan-xu.Optimization on Shipping Company's Income and Withdrawl Rates under the Commodity Finance Cabin Model for the Products with Brownian Motion Process Price[J].Journal of Fudan University(Natural Science),2011(1). |
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| Authors: | YAN Fei WANG Chuan-xu |
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| Institution: | YAN Fei,WANG Chuan-xu(Shanghai Maritime University,School of Economics & Management,Shanghai 200135,China) |
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| Abstract: | The Commodity Finance Cabin Model for the products with Brownian motion process price,in which a shipping company finance a medium-small importer,is considered.An optimization model with the assumption that the shipping company acts as a leader and a medium-small importer as a follower is presented.In the proposed model,shipping company's income and withdrawl rates decisions are based on profit and risk.Finally,a numerical example is given to demonstrate the validity of the proposed model. |
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| Keywords: | the commodity finance cabin model finance income rates withdrawl rates |
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