臺灣博碩士論文加值系統

本研究主要是要探討，當消費者需求不確定的時候，所衍生的供應鏈風險。而整個供應鏈，主要是由一個的供應商，以及一個的零售商，加上現貨市場，透過一期定或兩階段的程序所組成。
而零售商的訂貨可以從供應商直接訂貨，或者購買選擇權。零售商向供應商供貨不足的地方，也可以經由現貨市場獲得。而選擇權是給予零售商購買額外需求的權利，而非義務。因此，零售商只需要在需求大於供給的時候，才會執行選擇權。而供應商供應不足的時候，亦可由現貨市場調貨給零售商。
這篇文章主要探討如何使用選擇權(本研究的選擇權，指的是美式選擇權)，使供應鏈雙方的誘因能夠協調。探討現貨市場的出現對於零售商第一階段訂貨以及選擇權購買數量的影響。並且探討現貨市場價格對於零售商和供應商利潤的影響。整篇文章中，並透過數值分析，以利於觀察研究結果。最後，求得現貨價格愈高，零售商第一階段訂貨量愈高，零售商對於選擇權的購買數量也愈高。而現貨價格愈高，對於零售商的預期利潤愈低，對於供應商的預期利潤則愈高。

This research is mainly focused on managing the supply chain risk when the consumer demand is uncertain. The situation encountered in supply chain on this research is set to be a supplier, a retailer, and a spot market.

The retailer can make choice either orders or options from the supplier. If the supplier fails to provide required amount or goods, retailer can purchase goods from the spot market. The option gives the retailer a right to purchase extra amount of goods. If the demand is more than the ordered amount, the retailer will chose to execute the option. However, if the demand is less than the ordered amount, the retailer will not execute the option. When the supplier has insufficient, the supplier can buy it from the spot market.

The purpose of this research has threefold. First, how to use options (American), to negotiate the two parties. Second, the influence between the retailer's order at the first step and the amount of options purchased. Third, the influence between the spot market price and the benefit of the two parties. We also provide analytical and numerical results that provide insight into the research. The result shows that when the spot market price and the supplier's ordered amount at the first step both are high, the retailer will purchase more amount of options. If the spot market price is high, the retailer's expected benefit will be low while the supplier's expected benefit is high.

目 錄
中文摘要..........................................................................................................................i
英文摘要.........................................................................................................................ii
致謝.................................................................................................................................iii
目錄.................................................................................................................................iv
表目錄..............................................................................................................................v
圖目錄.............................................................................................................................vi
第一章 緒論............................................................................................................1
第一節 研究動機與背景..............................................................................1
第二節 研究目的..........................................................................................2
第三節 研究流程..........................................................................................2
第四節 論文架構..........................................................................................3
第二章 文獻探討...................................................................................................6
第一節 供應鏈管理的的定義.....................................................................6
第二節 選擇權的定義................................................................................10
第三節 供應鏈契約文獻回顧...................................................................13
第三章 模型建構.................................................................................................17
第一節 模型假設........................................................................................17
第二節 參數設定........................................................................................17
第三節 模型發展........................................................................................18
第四章 模型分析.................................................................................................25
第一節 敏感性分析....................................................................................25
第五章 結論與建議.............................................................................................45
第一節 結論.................................................................................................45
第二節 研究限制與後續研究之建議......................................................46
參考文獻　　..............................................................................................................48
表 目 錄
表 2-1 供應鏈的演變.................................................................................................7
表 2-2 供應鏈管理相關定義....................................................................................9
表 2-3 傳統管理與供應鏈管理的比較...................................................................9
表 2-4 選擇權的定義...............................................................................................10
表 2-5 買權、賣權的定義.......................................................................................11
表 4-1 現貨市場價格遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響........................26
表 4-2 現貨市場價格遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................27
表 4-3 現貨市場價格遞增與其他參數表示...........................................................28
表 4-4 零售價格遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響...........................30
表 4-5 零售價格遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................31
表 4-6 零售價格變化與其他參數表示...........................................................32
表 4-7 權利金遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響...........................................................33
表 4-8 權利金遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................33
表 4-9 權利金遞增與其他參數表示...........................................................35
表 4-10 殘值遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響...........................................................36
表 4-11 殘值遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................37
表 4-12 殘值遞增與其他參數表示...........................................................37
表 4-13 製造成本遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響...........................................................38
表 4-14 製造成本遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................39
表 4-15 製造成本遞增與其他參數表示...........................................................40
表 4-16 供需上限 遞增對於零售商預期第一階段訂購量、零售商預期總訂購量、零售商預期選擇權訂購量和供應商預期生產量的影響..........................41
表 4-17 供需上限 遞增對於預期批發價、預期零售商利潤和預期供應商利潤的影響...........................................................42
表 4-18 供需上限 遞增與其他參數表示...........................................................43
表 4-19 參數對於變數的影響...........................................................44

圖 目 錄
圖 3-1 供應鏈市場的供需情況...........................................................18

參考文獻

中文部分

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樊秉鑫（民91）供應商能力對製造商外在表現影響之研究。銘傳大學管理科學研究所碩士論文。
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