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dc.contributorZhu, Wanshan
dc.contributor.authorRuz Romero, Eloy
dc.date.accessioned2015-03-03T18:58:13Z
dc.date.issued2013
dc.identifier.urihttp://hdl.handle.net/2099.1/25400
dc.description.abstractThis paper analyses how to benefit from discount-­off-­of-­market price option contracts to increase supply chain efficiency when demand and spot price are random. To do so, a portfolio of these contracts and a fixed contract would be considered to do the theoretical and practical approaches. First of all, a single-­period portfolio procurement problem will be developed and a model that describes the event will be constructed. After that, this model will be solved using a geometrical approach, as in Fu et al. (2010), and a shortest-­ monotone path algorithm. Furthermore, some analysis will be done to analyse the effect of volatility of spot price and demand; the effect of correlation and the effect of using a portfolio instead of using only one or two contracts. Additionally, a two-­period extension will also be analysed. Finally, a practical study would be carried to unveil the real practicality and usefulness of discount-­off-­of-­market price option contracts.
dc.language.isoeng
dc.publisherUniversitat Politècnica de Catalunya
dc.publisherTsinghua University
dc.subjectÀrees temàtiques de la UPC::Economia i organització d'empreses::Direcció d’operacions::Anàlisi de processos de negoci i de fabricació
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Geometria
dc.subject.lcshMaterials management -- Mathematical models
dc.titleDevelopment and analysis of discount-off-of-market price option contracts for procurement management
dc.typeBachelor thesis
dc.subject.lemacGestió de compres -- Models matemàtics
dc.rights.accessRestricted access - author's decision
dc.date.lift10000-01-01
dc.audience.educationlevelGrau
dc.audience.mediatorEscola Tècnica Superior d'Enginyeria Industrial de Barcelona
dc.contributor.covenanteeQing hua da xue
dc.description.mobilityOutgoing


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