不确定需求下的企业最优外汇持有量模型研究

Mathematical Models for a firm's Optimal Holding of a Foreign Currency under Uncertain Demand

把外汇作为存货看待,考虑了外汇的持有成本、转换成本、汇率风险,外汇存款利率以及利息税率等因素,通过建立数学模型来研究不确定需求下的企业最优外汇持有量问题.

Considering a foreign currency as one of inventories of goods,we build models to help firms determine the optimal holding of a foreign currency under uncertain demand by taking into account holding cost,transferring cost,exchange risk,interest rate on the foreign exchange deposit and its interest tax rate.