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加回购条款的股本认股权证定价研究

加回购条款的股本认股权证定价研究
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摘要 如何给认股权证进行科学定价,是一项值得研究的课题。本文基于金融期权的定价思想和原理,对加回购条款的股本认股权证进行了科学定价,并以股本认股权证长电CWB1为例,进行了实证分析。 How to give recognizes the stockholder's rights card to carry on the science fixed price,is topic which an item is worth studying. This article based on the financial option's fixed price thought and the principle,to added the buy-back provision the capital stock to recognize the stockholder's rights card to carry on the science fixed price,and recognized stockholder's rights card long electricity CWB1 take the capital stock as the example,has carried on the empirical analysis.
出处 《改革与开放》 2009年第7X期83-83,85,共2页 Reform & Openning
关键词 股本认股权证 回购条款 稀释效应 The capital stock recognizes the stockholder's rights card Buy-back provision Dilution effect
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