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| 摘要: |
| 随着可转换债券这种新型的金融工具在我国的不断发展,采取适当的方法来对这种金融资产进行定价具有理论和实践的双重重要意义.在传统的二叉树模型上加以一定的改进,使其能更适合可转换债券的特点,从而对可转换债券的定价达到更高的准确度. |
| 关键词: 可转换债券 定价模型 二叉树模型 |
| DOI： |
| 分类号:F830.91 F224.0 |
| 基金项目: |
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| Convertible bond pricing model-Improved Binomial Model |
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XU Yan ZHANG Liang
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| Abstract: |
| With the development of convertible bonds in China's capital market,it's crucial to price this financial asset with proper model not only for academic research but also for practical operation.This paper improves binomial model in some aspects to make it more suitable to the properties of convertible bonds,then more accurate to pricing such a financial asset. |
| Key words: convertible bond pricing model binomial model |
