摘要
结合中国市场的实际情况研究了分离交易可转换债券,并应用B-S期权定价模型给分离交易可转换债券定价,另外分析了这种可分离债券的稀释效应。再用这个定价模型和稀释效应研究宝钢可分离债券,从而给投资者提供一些理论上的决策依据。
In this paper, the authors combine the actual situation in Chinese market with introduction of the bond with attached warrant, and use B-S option price model to give its pricing model. Moreover the authors analyze this bond＇s dilution effect. Then with this pricing model and the dilution effect the authors study the Baoshan Iron ＆ Steel Co. , Ltd, provides some decision-making suggestion to the investor.
出处
《浙江理工大学学报（自然科学版）》
2009年第5期796-801,共6页
Journal of Zhejiang Sci-Tech University(Natural Sciences)
基金
浙江理工大学教改课题项目(114329B2A07022)
