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    請使用永久網址來引用或連結此文件: https://irlib.pccu.edu.tw/handle/987654321/44763


    題名: Price Hedge Theory in Marketing
    行銷市場中的價格避險理論
    作者: 曾光榮
    程思誠
    貢獻者: 物理系
    關鍵詞: Price hedging
    Randomness
    Risk 行銷市場
    價格
    避險
    日期: 2005-12
    上傳時間: 2019-07-09 13:09:58 (UTC+8)
    摘要: Pricing is a problem when a firm has to set a price for the first time. This happens when the firm develops or acquires a new product, when it introduces its regular regular product into a new distribution or geographical area, and when it enters bids on new contract work. Many companies try to set the price that will maximize current profits. They estimate the demand and costs associated with alternative prices and choose the price that produces maximum current profit, cash flow, or rate of return on investment. There are some problems associated with current profit maximization. It assumes that the firm has knowledge of its demand and cost functions; in reality, follows a lognormal random walk. We then develop a mathematical modeling of financial processes. From Ito’s lemma, the profit of a product has a correlation with the demand, is also unpredictable and follows a random walk. Such a random behavior is the risk of marketing. By choosing a price strategy to eliminate the randomness, which is called price hedging, we obtain a risk-free profit determined by the Black-Scholes equation. This riskless profit, which is predictable, is the same as the growth we get if we put the equivalent amount of cash in a risk-free interest-bearing account.
    關聯: 管理科學研究特刊 民94.12 頁29-36
    顯示於類別:[光電物理系] 期刊論文

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