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題名:供應鏈的評價:實質選擇權分析法
作者:王偉弘
作者(外文):Wang, Wei Hong
校院名稱:國立政治大學
系所名稱:金融研究所
指導教授:廖四郎
學位類別:博士
出版日期:2009
主題關鍵詞:動態供應鏈實質選擇權聯合利潤門檻值隨機匯率外銷專案dynamic supply chainreal optionjoint profitsthresholdstochastic exchange rateexporting project
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  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:25
本論文主要是以實質選擇權分析法對在最適決策下供應鏈及公司的價值進行評價。內容包含兩篇文章。第一章為緒論;第二章與第三章為主文。在此兩章中
,我們會先介紹研究動機、目的與文獻探討,接著架構模型,據以求出於最適決策下供應鏈或公司價值的封閉解後,以比較靜態分析法分析各參數對供應鏈或公司價值的影響。第四章為總結。
This text uses a real options approach to price the value of the supply chain or the company. It contains two articles
. Chapter 1 is the introduction; Chapter 2 and Chapter 3 are
the main text.In these chapters, we introduce the study motive and literature review, the model, the closed form of the supply chain or the company in the optimal operating policy, and then use comparative statics method to analyze the effect of some parameters that risk-free interest rate, volatility of the spot price, volatility of the exchange rate etc. Finally, we give a summary.
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