[企业管理]论文：实物期权在供应链协同中的应用.docVIP

实物期权在供应链协同中的应用 【摘要】 供应链协同是供应链管理中一个要点和难点。而合同管理是供应链协同管理中一个比较重要的问题。针对怎样才能更好的进行合同管理这一问题，本文将实物期权这一金融衍生工具引入到合同之中，通过制定合理的期权合同来提高供应链成员企业之间的协同水平。 本文通过引入实物期权合同，建立单个供应商和单个零售商的决策模型，发现无论是在集中型供应链还是合作型供应链中实物期权合同的订货量都将达到并优于基本报童模型。零售商通过购买实物期权将风险转移一部分给供应商，而供应商通过销售实物期权取得一定收益，从而使供应链得到协同。 本文使用Crystal Ball 7.2.1软件在假设市场需求服从正态分布的情况下对论文中所提出的模型进行了蒙特卡洛仿真，分析仿真结果，验证了实物期权合同在供应链协同中的有效性。 【关键词】 实物期权，供应链协同，合同管理 【Abstract】 Supply Chain Collaborative is one of the essentials and difficulties in Supply Chain Management while contract management is a significant point in the Management of Supply Chain Collaborative. In connection with the problem how to carry on contract management efficiently, this thesis draws real options which is an instrument deriving from finance in contract and improves collaborative standard between member enterprises of Supply Chain by formulating equitable options contract. The thesis sets up decision model between single supplier and retailer through leading real options contract in and finds out the purchasing quantity of real options contract will achieve or even be better than the basic newsman model both in Concentrative-type Supply Chain and Cooperative-type Supply Chain. Retailers transfer a part of risk to suppliers through buying real options and suppliers gain particular profit by selling it. Thus it makes Supply Chain in coordination. This thesis uses software called Crystal Ball 7.2.1 to carry on Monte Carlo Simulation for the models put forward in the thesis supposing market demand is subordinated to normal distribution, analyze the results of simulation and test and verify the validity of real options contract in Supply Chain Collaborative. 【Key words】 Real options; Supply Chain Collaborative; Contract management 目录 【摘要】 1 【关键词】 1 【Abstract】 1 【Key words】 1 1 绪论 4 2 文献综述 5 2.1供应链协同背景 5 2.2供应链失调原因 6 2.2.1大批量定购（批量折扣）和配送 6 2.2.2订货配额 7 2.2.3价格波动 7 2.2.4行为障碍 7 2.2.5激励障碍 7 2.3现有的供应链协同研究角度 7 2.3.1系统理论 7 2.3.2信息共享和信息技术 8 2.3.3交易成本理论 9 2.3.4合同管理 9 2.4期权在供应链合同中的应用 12 2