本文選題：巨型 + 集裝箱船��； 參考：《上海交通大學(xué)》2012年碩士論文

【摘要】：2008年金融危機爆發(fā)后,班輪公司為了應(yīng)對市場變化,在巨型集裝箱船舶運營航線(特別是遠東-歐洲航線)上采取了集體降速增加運營船數(shù)的策略,并相應(yīng)出現(xiàn)了建造整條航線船舶的情況�，F(xiàn)行對于船舶風(fēng)險評價的方法中,大多采用單船指標的方式,缺少對船隊層面以及班輪公司決策的考慮,較難對新的變化做出評價。本文嘗試從船隊經(jīng)營的角度,在班輪公司決策的基礎(chǔ)上,采用蒙特卡洛模擬與決策樹相結(jié)合的方法,對于整條航線船舶投資風(fēng)險進行探討分析。 文中首先列明研究背景、研究意義以及相關(guān)的研究內(nèi)容,簡要說明了巨型集裝箱船舶投資風(fēng)險的特點,對決策樹與蒙特卡洛法展開了相對詳盡介紹,對巨型集裝箱投資所面臨的風(fēng)險,集裝箱船舶運營中的成本、收益以及相關(guān)參數(shù)進行了收集與整理,并在此基礎(chǔ)進行建模。模型以凈現(xiàn)值為目標函數(shù),以凈收益為決策標準,對于經(jīng)濟增長率,運力增長率以及與運價、裝載率之間的相互關(guān)系進行了簡單描述,加之燃油、利率、匯率、通脹等重要指標波動對決策目標的影響分析,最終利用Matlab編程得以實現(xiàn),得出凈現(xiàn)金值的概率分布情況,對項目加入最優(yōu)收益決策下的期望收益以及風(fēng)險做出評判,并可以得出決策方案選擇以及未來運價與裝載率的概率分布情況。本文中對各項重要變量都有詳實的數(shù)據(jù)與文獻支持,對于蒙特卡洛法所需要的輸入變量的分布情況均利用相關(guān)軟件進行了論證。 本文中對于相關(guān)內(nèi)容的研究屬于探索性研究,供于參考,進一步完善后可用于實際應(yīng)用。
[Abstract]:After the financial crisis broke out in 2008, in response to the changes in the market, the liner company adopted a strategy of reducing speed collectively and increasing the number of vessels operating on giant container shipping routes (especially the far East-Europe route). And corresponding to the construction of the entire shipping line of the situation. In the current methods of ship risk assessment, the single ship index is mostly used, and the consideration of fleet level and liner company's decision is lacking, so it is difficult to evaluate the new changes. In this paper, from the point of view of fleet management and on the basis of liner company's decision, the paper uses the method of Monte Carlo simulation and decision tree to discuss and analyze the risk of ship investment on the whole route. In this paper, the research background, research significance and related research contents are listed, and the characteristics of investment risk of giant container ships are briefly explained. The decision tree and Monte Carlo method are introduced in detail. The risk of giant container investment, the cost, income and related parameters of container ship operation are collected and sorted, and the model is built on this basis. The model takes the net present value as the objective function and the net income as the decision criterion. It describes the economic growth rate, the capacity growth rate and the relationship between the economic growth rate, the capacity growth rate and the freight rate and the loading rate, together with the fuel, interest rate, exchange rate. The influence of inflation and other important indexes on the decision goal is analyzed and finally realized by Matlab programming. The probability distribution of net cash value is obtained and the expected income and risk under the optimal income decision are evaluated. The selection of decision scheme and the probability distribution of future freight rate and loading rate can be obtained. In this paper, all important variables are supported by detailed data and literature, and the distribution of input variables required by Monte Carlo method is demonstrated by relevant software. The research in this paper belongs to exploratory research and can be used for practical application after further improvement.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F551;F224

【引證文獻】

相關(guān)碩士學(xué)位論文 前2條

1 王菲菲;海上油氣勘探項目風(fēng)險分析與控制研究[D];東北石油大學(xué);2012年

2 趙夢夢;巨型集裝箱船舶投資風(fēng)險分析[D];上海交通大學(xué);2013年

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本文編號：2017124