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基于实物期权的供应链柔性研究
时间:2011-02-16 浏览次数:1079次 无忧论文网
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技术经济及管理
供应链柔性供应链柔性
    供应链中存在着大量的不确定性因素:供应不确定性,生产不确定性,需求不确定性。供应链柔性可以有效地应对不确定性,但柔性的获得是需要付出代价的,提高供应链柔性的同时也加大了供应链的运营成本。供应链柔性设计的关键在于权衡柔性的价值和成本。本文利用实物期权方法对供应链柔性进行定性和定量研究,从而计算出柔性的价值。实物期权给供应链创造柔性提供了决策工具,使得定性的分析有了理论依据,定量的分析更加准确。
    本文首先介绍了实物期权的概念、特性和主要类型,阐述了实物期权在不确定投资决策中的应用框架。接下来分析了供应链中的不确定性因素,在此基础上扩展了供应链柔性定义,对供应链柔性重新分类,给出了提高柔性的措施,对供应链不确定性和柔性的关系进行了分析,得到一个两者之间的关系框架。最后利用实物期权理论对供应链柔性进行了定性和定量研究。定性研究有:论证了实物期权在供应链柔性设计中应用的可行性;分析了实物期权在供应链柔性设计中的应用步骤;给出一个供应链柔性的实物期权识别框架,并做了简要的解释;最后总结出实物期权思维给供应链管理带来的五点启示。定量研究有:用几何布朗运动模拟需求变动,建立了基于实物期权的生产系统柔性“定价”模型,并对此模型进行扩展,得到了冗余生产能力的柔性“定价”模型,通过一个算例计算出柔性的价值,并对结果进行了敏感性分析;用泊松跳跃过程模拟供应中断概率,建立了基于实物期权的多头供应商柔性“定价”模型,同样通过一个算例计算出柔性的价值,对结果进行了敏感性分析。 [英文摘要]:     There are many uncertain factors in the supply chain, including the uncertainty of supply, manufacture, demand. Supply chain flexibility can cope with uncertainties very well. However, we must pay cost to obtain flexibility. In other words, we will increase the operation cost of the supply chain when we enhance the flexibility. The key of the supply chain flexibility design is the balance between value and cost of flexibility. The thesis analyzes the supply chain flexibility based on the real option theory qualitatively or quantitatively, and calculates the value of flexibility. Real option theory provides a decision-making tool to the supply chain flexibility design, it brings theory basis of the qualitative analysis, and makes the quantitative analysis more accurately.
    First, the thesis introduces the character and main type of real option, and elaborates its framework for investment decision. Then, the thesis analyzes the uncertain factors in supply chain. Based on the extended definition of supply chain flexibility, the thesis classifies the supply chain flexibility anew, gives the measures enhancing the flexibility. The thesis also gets a framework of relation between the supply chain uncertainty and flexibility. Lastly, the thesis carries out qualitative and quantitative analysis of supply chain flexibility based on real option theory. The qualitative analysis include: demonstrate the feasibility of real option’s application in the supply chain flexibility design, analyze the application framework of real option; Give an identification framework of real options in supply chain flexibility and make a brief explanation; Summarize five enlightenment of the supply chain management based on real option thought. The quantitative analysis include: Simulating demand change with the geometry Brownian movement, the thesis establishes a pricing model of manufacturing system flexibility based on real option, and obtains a pricing model of redundant capacity flexibility by extending the model, then calculates the value of flexibility through a case study and make sensitivity analysis; Simulating supply disruption probability with Poisson jump process, the thesis establishes a pricing model of multiple suppliers flexibility based on real option, then calculates the value of flexibility through a case study and make sensitivity analysis.    
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