摘要
随着近几年我国证券市场可转换债券的发展,对其进行定价成为学界的一个热门课题。利用期权定价方法对可转换债券进行定价,并得到了一个考虑违约风险的可转换债券定价新模型。
In recent years ,with the development of convertible bond in Chinese stock market ,to price convertible bond become the educational world a popular topic.Using option pricing method,this article obtained a new pricing model of convertible bond with credit risk.
出处
《价值工程》
2007年第6期151-153,共3页
Value Engineering
关键词
可转换债券
违约风险
期权定价
convertible bond
credit risk
option pricing method
