供给侧改革下玉米期权定价策略研究

发布时间：2018-02-21 07:25

本文关键词： 玉米期权定价二叉树模型定价策略敏感性分析　出处：《玉米科学》2017年05期 　论文类型：期刊论文

【摘要】：我国农产品供给总量基本平衡,结构性矛盾日益突出,有效供给量不足导致需求外溢,消费能力外流。为解决农业发展过程中的结构性问题,必须推进农业供给侧改革,尤其是促进农产品价格机制的形成。玉米在其定价过程中引入期权契约,利用二叉树期权定价模型对玉米期权进行估值,在此基础上构建关于农户和玉米贸易商的期望利润最大化条件下的农产品定价模型,为期权契约的制定者和持有者做出决策建议,实现农户和贸易商的双赢,提高玉米的供给质量和效率,增强我国农业经济持续增加的动力,推动我国实体经济的整体跃升。
[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.
【作者单位】：兰州交通大学交通运输学院;
【基金】：甘肃省青年科技基金计划项目“基于期权博弈的农超对接生鲜农产品供应链订货策略研究”(1508RJYA103)
【分类号】：F323.7;F724.5

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