本文關鍵詞： 玉米 期權定價 二叉樹模型 定價策略 敏感性分析　出處：《玉米科學》2017年05期 　論文類型：期刊論文

【摘要】：我國農產品供給總量基本平衡,結構性矛盾日益突出,有效供給量不足導致需求外溢,消費能力外流。為解決農業(yè)發(fā)展過程中的結構性問題,必須推進農業(yè)供給側改革,尤其是促進農產品價格機制的形成。玉米在其定價過程中引入期權契約,利用二叉樹期權定價模型對玉米期權進行估值,在此基礎上構建關于農戶和玉米貿易商的期望利潤最大化條件下的農產品定價模型,為期權契約的制定者和持有者做出決策建議,實現農戶和貿易商的雙贏,提高玉米的供給質量和效率,增強我國農業(yè)經濟持續(xù)增加的動力,推動我國實體經濟的整體躍升。
[Abstract]:The total supply of agricultural products in China is basically balanced, the structural contradictions are becoming increasingly prominent, and the insufficient effective supply leads to demand spillover and consumption capacity outflow. In order to solve the structural problems in the course of agricultural development, we must promote the reform of the supply side of agriculture. In particular, it promotes the formation of price mechanism of agricultural products. The option contract is introduced into the pricing process of maize, and the option pricing model of binary tree is used to evaluate the option of corn. On this basis, the pricing model of agricultural products under the condition of maximizing the expected profit of farmers and corn traders is constructed, and the decision suggestions are made for the decision makers and holders of the option contract, so as to realize the win-win situation between farmers and traders. To improve the supply quality and efficiency of corn, to strengthen the motive force of sustainable increase of agricultural economy in China, and to promote the whole leap of real economy in our country.
【作者單位】： 蘭州交通大學交通運輸學院;
【基金】：甘肅省青年科技基金計劃項目“基于期權博弈的農超對接生鮮農產品供應鏈訂貨策略研究”(1508RJYA103)
【分類號】：F323.7;F724.5

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