發(fā)布時(shí)間：2018-06-05 07:54

  本文選題：資金約束 + 期權(quán)契約��； 參考：《西南交通大學(xué)》2017年碩士論文

【摘要】：近年來,顧客需求開始向多樣化和個(gè)性化發(fā)展,季節(jié)性商品在消費(fèi)市場中的占比重越來越高,由于季節(jié)性商品訂購提前期長、銷售周期短、需求不確定性較大的商品特性,生產(chǎn)銷售該類商品的供應(yīng)鏈在運(yùn)營管理中存在較大的風(fēng)險(xiǎn)。因此,如何緩解需求不確定性的影響,降低決策風(fēng)險(xiǎn),成為企業(yè)亟須解決的難題。此外,供應(yīng)鏈各成員企業(yè)僅考慮自身收益最大化的情況下,不可避免地導(dǎo)致供應(yīng)鏈整體收益受損,產(chǎn)生"雙重邊際效應(yīng)"。然而,現(xiàn)有基于期權(quán)契約的供應(yīng)鏈協(xié)調(diào)研究鮮有考慮供應(yīng)商的期權(quán)違約行為以及零售商的促銷行為。因此,本文在需求隨機(jī)且商品價(jià)格受需求影響的情形下,以單個(gè)供應(yīng)商和單個(gè)具有資金約束的零售商組成的兩級供應(yīng)鏈為研究對象,通過引入期權(quán)契約,研究資金約束供應(yīng)鏈的協(xié)調(diào)問題。在此基礎(chǔ)上,分析零售商銷售努力對供應(yīng)鏈協(xié)調(diào)的影響。在允許供應(yīng)商期權(quán)違約的情況下,構(gòu)建各決策主體的決策模型,通過深入分析供應(yīng)鏈雙方的最優(yōu)決策,得到了供應(yīng)鏈協(xié)調(diào)時(shí)期權(quán)契約的詳細(xì)設(shè)計(jì)規(guī)則,包括期權(quán)契約參數(shù)的取值范圍以及相關(guān)價(jià)格參數(shù)之間的線性關(guān)系,探討了融資利率的合理取值區(qū)間。最后,通過數(shù)值模擬,分析契約參數(shù)對供應(yīng)鏈雙方最優(yōu)決策及期望收益的影響。研究表明,當(dāng)零售商不采取銷售努力時(shí),允許信用違約的期權(quán)契約可以協(xié)調(diào)具有資金約束的供應(yīng)鏈并實(shí)現(xiàn)供應(yīng)鏈成員間的利潤分配;當(dāng)零售商采取銷售努力時(shí),單純的允許信用違約的期權(quán)契約無法實(shí)現(xiàn)供應(yīng)鏈協(xié)調(diào),但引入成本分擔(dān)機(jī)制后可以實(shí)現(xiàn)供應(yīng)鏈協(xié)調(diào)。
[Abstract]:In recent years, customer demand has started to develop towards diversification and individuation. Seasonal commodities account for more and more in the consumer market. Because of the commodity characteristics of long lead time, short sales cycle and uncertain demand, the seasonal goods have long lead time, short sales cycle, and high demand uncertainty. The supply chain producing and selling this kind of goods has great risks in operation and management. Therefore, how to mitigate the impact of demand uncertainty and reduce the risk of decision-making has become an urgent problem for enterprises. In addition, each member enterprise of the supply chain only considers its own profit maximization, which inevitably leads to the loss of the whole profit of the supply chain and the "double marginal effect". However, the existing research on supply chain coordination based on option contract seldom considers the options default behavior of suppliers and the promotion behavior of retailers. Therefore, under the condition that demand is random and commodity price is affected by demand, this paper takes a two-level supply chain composed of a single supplier and a single retailer with financial constraints as the research object, through the introduction of option contract. This paper studies the coordination of supply chain with financial constraints. On this basis, the impact of retailer sales efforts on supply chain coordination is analyzed. In the case of allowing supplier options to default, the decision model of each decision body is constructed, and the detailed design rules of option contract in supply chain coordination are obtained through in-depth analysis of the optimal decision of both parties in the supply chain. It includes the range of option contract parameters and the linear relationship between relevant price parameters, and discusses the reasonable value range of financing interest rate. Finally, through numerical simulation, the influence of contract parameters on the optimal decision and expected return of both parties in supply chain is analyzed. Studies show that options contracts that allow credit default can coordinate the supply chain with financial constraints and achieve profit distribution among supply chain members when retailers do not make sales efforts; Simply allowing credit default option contract can not achieve supply chain coordination, but the introduction of cost sharing mechanism can achieve supply chain coordination.
【學(xué)位授予單位】：西南交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F274

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本文編號：1981234