一些分析师认为,在近几个月来的快速上扬后,包括新兴市场和公司债券市场的某些资产的价格已经出现了难以持续的上涨。
Some analysts believe certain asset prices, including in emerging markets and corporate bond markets, may already be rising unsustainably, following a speedy recovery in recent months.
利用数学分析知识,分析和研究统一债券价格的变化,利用数学分析方法解决统一公债中的一些问题。
This paper analysis and research the unified bonds price's change using mathematical analysis method, and explain some questions of consolidated stock.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性,利用无套利均衡分析的方法,以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
第五章介绍了 Black-Scholes期权定价模型, 同时运用 B-S 模型对 2003 年发行的代表性的可转换债券——国电转债进行定价分析并与市场价格比较。
The fifth chapter introduces the Black-Scholes option pricing model, Prices one representative CB issued in 2003 and contracts the results with the market price.
第五章介绍了 Black-Scholes期权定价模型, 同时运用 B-S 模型对 2003 年发行的代表性的可转换债券——国电转债进行定价分析并与市场价格比较。
The fifth chapter introduces the Black-Scholes option pricing model, Prices one representative CB issued in 2003 and contracts the results with the market price.
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