| The mathematical economics has progressed enormously in recent decades.The people have extended traditional model and discussed the existence of equilibrium. At the base of traditional incomplete spot-financial market model, we establish the economical model with weight incomplete spot-financial maket and prove the existence of the equilibrium by introducing variable weight.In the study of the financial market operation, we found that the spot trading is not complete, securities bargainjing and delivery is in stages, and the future exit uncertainty. Therefore, we must enter the field of imperfect market. Considering the real life as the manager for the limited number, the influence of agent on the equilibrium price can't be neglected. Each agent for each commodity, various securities have different preferences. Therefore, this paper introduce two weightγi(?) andμij/(qj). The former says the first i broker accounts for the weight of the first 1 commodity in the state of the fist k, here is set for a fixed weight, this weight has already been determined before the market plays a role; The latter says the first i broker accounts for the weight of the first j bond in the period of 0, here is set for variable weight and it satisfies unification, continuity and punitive. At the base of these, we establish the economical model with weight incomplete spot-financial maket. The weights make an impact on the constraint equations with supply and demand balance of the physical commodity and lending balance of assets securities. In order to make the model simple, this paper discusses a special spot-financial market, with which financial assets are only bonds. The research method is proving the existence of the equilibrium for any (p,w) by introducing Pareto economy (p,w) and using the related theorem. The conclusion shows that this model for fixed economy w exists equilibrium price but not sure. It has K+1 degree of freedom. The further question is how to get decisive equiliburm price. |
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