不確定環(huán)境下資本結(jié)構(gòu)的優(yōu)化模型研究.pdf

1、重慶大學(xué)碩士學(xué)位論文不確定環(huán)境下資本結(jié)構(gòu)的優(yōu)化模型研究姓名：李曉申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：傅強(qiáng)20040420鬟慶太學(xué)琰士學(xué)位論文葵文撼要ABSTRACTEnterprisecapitalstructureisregardedastheresearchobjectinthepaperOnthebasisofanalysingthemodernwesterncapital8tmctur蛩theorycombiningthe

2、developmentofcapitalstructure，bystochasticdifferentialequationandgamestheorymethods，consideringthemarketisuncertainthecapitalstructureofenterpriseisanalysedanddiscussed，thenthetotalenterprisevaluemodelisestablished，Sobta

3、in《theapproachandmethodofoptimizingcapitalstructureThechapterstructureofthisthesisisthefollowingroughly：(1)Brieflyintroducedthebackgroundandmeaningofthepaperthemaincontentofwesternenterprisemodemcapitalstructuretheoryand

4、historicaldevelopmenttrend，commentedonthecorrespondingviewofmainschoolsThepaperintroducedandcommentedsomedomesticimportantmodelsofcapitalNruc躲eBrieflyintroducedapplicationofgamestheoryincapitalstmctllre(2)Asthemainjob，Th

5、enconsideringinanuncertainenvironment，ifinitialvalueofenterpriseisfixed，expressionoftaxshelteringvalueaboutdebtandbankruptcycostisgiveninthepaperthetotalenterprisevaluemodelisestablished，Byoptimisingthemodel，underconditi

6、onwhichinitialvalueofenterpriseisfixed，wegotafixedratiobetweendebtandclaim，andobtainedtheapproachandmethodofoptimizingcapitalstructure(3)AstheSecondimportantworkconsideringtheincompleteinformationinourlifeweestablishedag

7、ameFromstockanddebtthemanagerchose，thepayoffofmanagerisreceived，thenwecangetthefunctionofstockvalueanddebtvalue，SOthetotalenterprisevaluemodelisestablishedThencapitalstructurecanbeoptimizedbymaximizingtotalenterprisevalu