| 担保物权未按比例分配的贷款担保价值研究 |
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| 引用本文： | 孙艳,郭菊娥,王乐,曹华.担保物权未按比例分配的贷款担保价值研究[J].预测,2008,27(2):73-76. |
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| 作者姓名： | 孙艳 郭菊娥 王乐 曹华 |
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| 作者单位： | 西安交通大学,管理学院,陕西,西安,710049 |
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| 基金项目： | 国家自然科学基金资助项目(70473072) |
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| 摘 要： | 本文分析论证了贷款担保的期权特性;针对我国贷款担保实践中存在的问题,建立了担保物权未按比例分配的有风险贷款担保定价模型;通过求解和Monte Carlo模拟测算分析,给出了贷款担保价值的主要影响因素,提出了贷款担保实践中相关的建议。
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| 关 键 词： | 期权定价 贷款担保 Monte Carlo模拟 |
| 文章编号： | 1003-5192(2008)02-0073-04 |
| 修稿时间： | 2007年3月22日 |
The Research on the Value of the Loan Guarantee under Security Interest in No Proportion |
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| SUN Yan,GUO Ju-e,WANG Le,CAO Hua.The Research on the Value of the Loan Guarantee under Security Interest in No Proportion[J].Forecasting,2008,27(2):73-76. |
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| Authors: | SUN Yan GUO Ju-e WANG Le CAO Hua |
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| Abstract: | On the basis of analyzing the characteristic of loan guarantee,the paper demonstrates the option trait if it.According to the real situation of China,the paper establish the pricing model of the risky loan guarantee when the security interest is not in proportion aiming at solve the problem existing in the loan guarantee practice in our country.After analyzing the model and the Monte Carlo simulation,the paper draws some conclusion and gives out some advice on the loan guarantee practice. |
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| Keywords: | option pricing loan guarantee Monte Carlo simulation |
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