均衡信贷配给的期权定价分析  

Options Pricing Analysis of Equilibrium Credit Rationing

作　　者：方世建[1] 刘俊[1] 王俊生[1] 

机构地区：[1]中国科学技术大学商学院,安徽合肥230026

出　　处：《运筹与管理》2005年第6期113-115,112,共4页Operations Research and Management Science

摘　　要：本文基于期权定价的视角分析信贷配给,以一条全新的思路阐释均衡信贷配给的成因及特征,并试图得出些许启示。Fhis paper analyzes equilibrium credit rationing with the method of options pricing, explains why credit rationing exists and its characteristics in a new way, and tries to get some revelation.

关 键 词：信息不对称 信贷配给 期权定价 逆向选择 

分 类 号：O223[理学—运筹学与控制论]