As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广，广泛运用于债务估值，并能给出解析表达式。
In this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.
本文运用相机权益分析方法，得到公司债估值公式，并探讨了纯混合兼并对企业债务价值的影响。
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非风险中性定价意义下，研究了欧式未定权益的定价和套期保值策略。
应用推荐