本文選題：供應鏈協(xié)調　切入點：看漲期權契約　出處：《天津大學》2016年碩士論文　論文類型：學位論文

【摘要】：隨著客戶的需求要素成為供應鏈決策中主要考慮因素,零售商占主導的二級供應鏈協(xié)調問題逐漸受到研究者的重視。另外,隨著中小企業(yè)融資難、融資貴的問題不斷升級,有關資金約束型供應鏈的研究也被學術界重視。因此解決零售商占主導,供應商初始資金有限的二級供應鏈的協(xié)調問題就顯得尤為重要。本文以資金約束型供應鏈的協(xié)調問題作為研究目標,擬研究以下三方面問題:1.供應鏈在何種狀態(tài)下通過何種方式可實現(xiàn)協(xié)調。2.在供應鏈協(xié)調狀態(tài)時,供應鏈總利潤如何在合作雙方中進行分配,其分配規(guī)律如何。3.供應商的初始資金對模型的協(xié)調以及利潤的分配有何影響,其運作規(guī)律如何。本文通過訂單融資下看漲期權契約模型來研究零售商占主導供應商初始資金有限的二級供應鏈的協(xié)調問題。在確定供應商的最優(yōu)決策時,發(fā)現(xiàn)其決策函數(shù)是分段函數(shù),故針對不同的區(qū)間分別建立“訂單協(xié)調模式一”與“訂單協(xié)調模式二”,得到如下結論:對于“訂單協(xié)調模式一”,該協(xié)調模式能夠協(xié)調所有類型的供應鏈。隨著期權執(zhí)行價的單調增加,零售商所分配到的利潤單調下降,供應商所分配到的利潤單調增加。供應商初始資金越大則可選擇的協(xié)調方案就越多,供應商可分配到的最大利潤隨之增多,零售商可獲得的最小利潤隨之減少。對于“訂單協(xié)調模式二”,該協(xié)調模式只能協(xié)調有資金約束的供應鏈。隨著期權執(zhí)行價的單調增加,零售商所分配到的利潤單調下降,供應商所分配到的利潤單調增加。當供應商初始資金大于某一臨界值時,隨著初始資金的增多,可供選擇的協(xié)調方案就越少,供應商可分配到的最小利潤隨之增多,零售商可分配到的最大利潤隨之減少。最后本文通過MATLAB對模型進行量化模擬分析,證實了理論證明的正確性。本文的研究發(fā)現(xiàn)對實際決策具有參考意義。
[Abstract]:As customer demand factors become the main consideration in supply chain decision, the problem of secondary supply chain coordination, which is dominated by retailers, has been paid more and more attention by researchers. In addition, with the difficulty of financing for small and medium-sized enterprises, the problem of expensive financing continues to escalate. The research on the capital constrained supply chain has also been paid attention to by the academic community. The coordination problem of the two-level supply chain with limited initial capital is particularly important. This paper intends to study the following three aspects: 1. How can the supply chain coordinate under what conditions. 2. How to distribute the total profits of the supply chain between the two partners in the supply chain coordination. How about its distribution law. 3. How does the initial capital of the supplier affect the coordination of the model and the distribution of profits, In this paper, we study the coordination of secondary supply chain in which retailers have limited initial capital by using call options contract model under order financing. When we determine the optimal decision of suppliers, It is found that its decision function is a piecewise function, Therefore, "order coordination mode I" and "order coordination mode II" are established for different intervals, and the conclusion is as follows: for "order coordination mode one", the coordination mode can coordinate all types of supply chain. The monotonous increase in the executive price, The profit of the retailer decreases monotonously, the profit of the supplier increases monotonously. The larger the initial capital of the supplier, the more the coordination scheme can be chosen, and the more the maximum profit that the supplier can distribute, the more the maximum profit can be allocated to the supplier. For order coordination mode 2, this coordination mode can only coordinate the supply chain with financial constraints. With the monotonous increase of option execution price, the profit allocated by the retailer decreases monotonously. When the initial capital of the supplier is greater than a certain critical value, with the increase of the initial fund, there are fewer coordination schemes available, and the minimum profit that the supplier can distribute increases. The maximum profit that retailers can allocate is reduced. Finally, the quantitative simulation analysis of the model is carried out by MATLAB, which proves the correctness of the theoretical proof. The findings of this paper have reference significance for practical decision making.
【學位授予單位】：天津大學
【學位級別】：碩士
【學位授予年份】：2016
【分類號】：F274;F724.5

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