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.
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。
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.
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。
应用推荐