金融产品管理的模型与优化

Models and Optimization of Finance Management

分析研究了宏观金融产品的模型和优化问题 ,这一问题的目标函数是股东资产净值盈利的极大化 ,决策变量是金融杠杆和债务结构·给出了金融产品管理模型与优化的不确定情景条件的构造过程·最后 ,给出一个不同债务结构下的金融杠杆变化及其资产净值盈利的案例仿真·

The model and optimization of micro financial product were analyzed, whose decision variables are financial leverage and debt structure. The object function is the maximum of stockholders return on equity. The structure process of financial product management model and optimization under uncertain scenarios are presented. Finally, a simulation about the variance of financial leverage and return on equity is provided under different debt structure.