基于博弈论的金融创新监管机制设计  

Supervision Mechanism Design of Financial Innovation Based on Game Theory

作　　者：于海东[1] 罗云峰[1] 吉炳安[2] 

机构地区：[1]华中科技大学系统工程研究所,湖北武汉430074 [2]国防科技大学计算机学院,湖南长沙410073

出　　处：《武汉理工大学学报（信息与管理工程版）》2008年第3期474-477,共4页Journal of Wuhan University of Technology：Information & Management Engineering

基　　金：国家自然科学基金资助项目(60674083)

摘　　要：基于博弈论给出了金融创新动力的测度模型,定义并测度了金融创新微观动机,证明并分析了政府和金融中介的触发战略所导致的子博弈精炼Nash均衡。将债股互换模型嵌入契约安排之中,给出了与金融创新微观动机激励相容的监管匹配机制的设计思路。A new model measuring financial innovation based on game theory was suggested. The financial innovation micromo- tives were defined and measured . The subgame perfect Nash equilibrium in grim strategies of government and financial institution was also proved and analyzed. On the basis of the embedding contract with convertible securities model, the matching mechanism design on micromotives and supervision in financial innovation was proposed.

关 键 词：金融创新 微观动机 监管机制 博弈 

分 类 号：F830.91[经济管理—金融学]