نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشیار پژوهشگاه فرهنگ و اندیشه اسلامی
2 عضو هیئتعلمی سازمان مرکزی دانشگاه پیام نور.
3 دانشجوی دکترای رشته اقتصاد.
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
In the present article, besides examining the structure of interest-free banking and its methods of resource mobilization and allocation, we study and optimize the bank's behavior in the stochastic (indefinite) conditions. In other words, given the indefiniteness of accounts' profits and also of participatory contracts' profits in the interest-free banking, the issue of stochastic calculus in mathematics is of a high usage in modeling these banks' behavior. In the present article, thus, using the stochastic optimal control technique, we examine the behavior of this kind of banks as an objective function, and identify, in the form of a theoretical model, that share of participatory and exchange contracts which maximizes the Islamic bank's share. Furthermore, we calculate the exchange rate elasticity and participation rate elasticity of contracts' optimal share in the Iranian banking system.
کلیدواژهها [English]
10. __________; Dynamic Programming and Optimal Control; volume 2. Athena Scientific, third edition, 2005b.