摘要
目前我国利率市场化已初步形成,尤其是加入WTO后外资银行已全面进入中国市场,本文基于这种情形将古诺模型引入银行竞争领域,运用非线性理论对模型不动点的稳定性进行分析,从理论上给出了各参数对该博弈过程稳定性的影响,通过理论分析和数值模拟发现模型中某些参数变化到一定程度时,Nash均衡点会变的不稳定,从而使系统变的不稳定.
At present, Chinese interest rate market has formed initially, particularly after joining WTO the foreign capital banks have entered the Chinese market, based on this kind of situation, we apply non - linear theories to the model and analysis its stability, and get a theoretical conclusion of the influence that every parameter makes on the stability of the game procedure. Through theoretical analysis and numerical simulation, we find out the instability of the changes of the Nash equilibrium points when some parameters change to certain degree in this model. It may lead to instability of systems.
出处
《佳木斯大学学报（自然科学版）》
CAS
2007年第2期287-290,共4页
Journal of Jiamusi University：Natural Science Edition
基金
国家自然科学基金(70401013)
国家博士后基金(2003033498)
关键词
利率
稳定
古诺模型
纳什均衡
混沌
interest
stability
Coumot model
Nash equilibrium
chaos
