• Volume 4,Issue 5,2001 Table of Contents
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    • >论文
    • Application of agents in supply chain in environment of E-business

      2001, 4(5).

      Abstract (411) HTML (0) PDF 0.00 Byte (1341) Comment (0) Favorites

      Abstract:E business is developing at a dramatic speed today, helping businesses smooth their manufacturing process, management process and commercial process. And the supply chain composed of several relative businesses also expects to develop suitable E-business to gain competitive advantages. On the basis of discussing the concept and attributes of agent technology and several views of the application of agents in E-business, this paper puts forward an E-business application framework of agents from the view of supply chain.which provides a pattern for the development of E—business in supply chain.

    • Pricing barrier options under CEV process

      2001, 4(5).

      Abstract (451) HTML (0) PDF 0.00 Byte (2653) Comment (0) Favorites

      Abstract:This paper examines the pricing of barrier options when the underlying asset follows the constant elasticity of variance (CEV) process. We construct a trinomial method to approximate the CEV process and use it to price barrier options, and demonstrate the accuracy of our approach for different parameter values of the CEV process. We find that the prices of barrier options for the CEV process deviate significantly from those for lognormal process. For standard options, the corresponding differences between the CEV and Black Scholes models are relatively smal1.The result mode1 specification for options depends an extrema than for standard option.

    • Measuring and managing interest rate risk in commercial banks with embedded option:convexity-gap model

      2001, 4(5).

      Abstract (444) HTML (0) PDF 0.00 Byte (4257) Comment (0) Favorites

      Abstract:Interest rate risk management for commercial banks with embedded option is investigated based on the convexity gap model in this paper. The HPL MC method is proposed for measurement of interest rate risk of the embedded option, and an objective programming model is constructed to manage interest rate risk. The results of numerical example demonstrate that this model is effective than duration gap model in robustness and risk exposure reduction.

    • >专论文章
    • Improve development of management sciences and education through case study

      2001, 4(5).

      Abstract (422) HTML (0) PDF 0.00 Byte (1714) Comment (0) Favorites

      Abstract:The case study is very important in developing modern management sciences, and has become the resource of formulating new theories and methods. It has attracted much attention in the circle of ma na gement scientists. This paper investigates the functions of case study in management sciences and ma nagement training. The methods to carry out case study in accordance with the actual conditions in China are presented.

    • >论文
    • Jobshop scheduling in stochastic environment

      2001, 4(5).

      Abstract (278) HTML (0) PDF 0.00 Byte (1387) Comment (0) Favorites

      Abstract:This paper discusses the jobshop scheduling under the circumstances of stochastic processing time, uncertain delayed time between two operations, induces the problem into a stochastic multi phrase decision by using scenario modeling and utilize the method of Lagrangian relaxation, scenario decomposition to solve the large scale problem. Finally, on the basis of modeling, calculating and analyzing of an example, the result shows that the method is efficient for stochastic jobshop scheduling.

    • >研究简报
    • Rule generation approach based on rough set theory

      2001, 4(5).

      Abstract (657) HTML (0) PDF 0.00 Byte (1693) Comment (0) Favorites

      Abstract:Rule generation is an important technology in data mining. In this paper, based on rough set theory, using the concept of generalized decision attribute function or uncertain class, an inconsistent decision system is transformed to one that is consistent as an initial preprocessing step. On the basis of this, by means of discernibility matrix and decision function, a rule generation algorithm is presented. The algorithm can generate all decision rules directly, instead of computing all the reducts of decision system. Furthermore the obtained rule set using the algorithm keeps all useful information,which is different from that using some other algorithm .In the end,an example illustrates that the algorithm is reasonable and effective.

    • >论文
    • Incentive mechanism of China's exports growth-modeling

      2001, 4(5).

      Abstract (299) HTML (0) PDF 0.00 Byte (1201) Comment (0) Favorites

      Abstract:Based on the modern theories of international trade and the characteristics of China's economic reform, the paper analyzes the determinants of exports growth in China and builds the country's exports model,which is derived from the maximization of objective functions by rational agents. Foreign real income, real effective exchange rate, marketization and technical process are included in the model

    • Granger causality analysis of stock markets in China

      2001, 4(5).

      Abstract (773) HTML (0) PDF 0.00 Byte (3301) Comment (0) Favorites

      Abstract:This paper analyzes the auto and cross correlations of Hong Kong, Shanghai and Shenzhen stock markets. Based on some econometric techniques, the Granger causality on the cross correlation and co movement of the three stock markets is explored. The results show that there are strong auto correlation, long memory and persistence for the volatility of each of the three stock markets. Hong Kong stock market has little influence on Shanghai and Shenzhen stock markets. Shenzhen stock market has strong Granger causality on Shanghai stock market.but the reversal does not exist.

    • Strategic analysis of financial security of China -referring assets management company

      2001, 4(5).

      Abstract (428) HTML (0) PDF 0.00 Byte (1779) Comment (0) Favorites

      Abstract:This paper analyzes five factors mostly influencing the financial security of China, they are bad loans of country owned banks and the triune system of country owned economic, the scale of recessive debt of government, national external debt in disguised form, domestic financial disorder, impact from outside money market. There are two opposite opinions about the national financial risk, we consider that the national comprehensive debt level can represent the actual comprehensive financial risk level of China.In China,the risk level is in low condition at present according to our analysis. Furthermore.we consider it is very necessary to deal with the bad bans of Chinese Banks.Though the foundation of Financial Assets Management Company has profound progressive meaning.we reconsider its effects at present market condition from the foflowing four aspects the function and model of AMC,the exIent of Chinese finatlce market securitization,the transformation of bad loans from commercial banks to AMC and “debt-transfer-t0-share”program. This paper also proposes to be care to avoid the appearance of a new kind of country—owned huge enterprise to the bad,and to be care to evade the converse lift of banking risk during the proceed of“debt—transfer to—share”.

    • Relationship between organization and its environment and organizational learning

      2001, 4(5).

      Abstract (754) HTML (0) PDF 0.00 Byte (6083) Comment (0) Favorites

      Abstract:The ability for an organization to adapt to its environment is a very important index of organizational learning (OL). To maintain sustainable competitive advantage, a company must learn and choose suitable relationship between itself and its environment. A comprehensive literature review on the organization environment theories has been made at the beginning of the paper. The different types of the organization environment relationship have been analyzed and summarized. To illustrate the dynamic organization environtoent relationship,a new organizational learning t。0I The。Tai Ji Tu”一or“Diagram of the Supreme ultimate on organization—environm ent relationship has been put forward.which could be used as a tool for learning and keeping correct organization—envionment relationship dynamically.

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