摘要
研究金融网络中非齐次利率 -流通量方程解的定性性质 .对于网络中只有两个或三个节点的情形 ,通过对方程解的详细讨论 ,得到即时利率及流通量随时间变化的规律 .在 m个节点的情形 ,利用常微分方程稳定性理论 ,证明了网络中各节点即时利率的加权和为一常数 ,而各节点两两之间即时利率差最终将稳定地趋于其基本利率差 .本文的结果对金融领域中出现的诸多现象给出了合理的解释 。
The qualitative behavior of nonhomogeneous interest rate versus amount of circulating fund model was studied.In the case that the whole network consists of two or three nodes,by analysing solutions to the equation,the relation betwen the instant interest rate and the amount of circulating fund varying with time is obtained.In the case of m nodes,by the stability theory of ordinary differential equation,it is proved that for whole network the weighted sum of instant interest rate of nodes in the network maintains a constant;for any two nodes the difference between their instant interest rates will tend to the difference between their essential interest rates.
出处
《湖南大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2003年第2期99-104,共6页
Journal of Hunan University:Natural Sciences
基金
教育部跨世纪优秀人才培养计划资助项目
关键词
即时利率
基本利率
流通量
微分方程
稳定性
interest rate
amount of circulating fund
differential equations
stability
