国际航运期租船定价和风险管理  

Time charter vessel pricing in international shipping and risk management

作　　者：李丹[1] 

机构地区：[1]上海海事大学经济管理学院,上海201306

出　　处：《大连海事大学学报（社会科学版）》2010年第4期29-32,78,共5页Journal of Dalian Maritime University(Social Science Edition)

基　　金：教育部人文社科规划基金项目(09YJA630095)

摘　　要：期租船定价的主要问题是选择执行期权的最佳时点。在单因素运费模型基础上,通过嵌入期权的价值运费衍生工具定价模型,尝试将封闭式定价公式应用于简单的欧式期租船合约中以解决该问题,并通过实务案例分析其实施的可行性,以期对中国航运船舶租赁有所借鉴。The main problem of time charter vessel pricing is to choose the best point time of implementation options.The paper tried to apply a closed pricing formula to simple European time charter to solve the problem by a single factor freight model based on the value of freight obtained through the embedded derivative option pricing model.It studied the feasibility of its implementation by practical case and attempted to give a reference for China＇s ship leasing.

关 键 词：期租船 期权 定价模型 风险管理 

分 类 号：F550.5[经济管理—产业经济]