本文在给定市场划分条件下,研究了客户转换成本约束下垄断厂商的利润最大化问题,把完全价格歧视和零歧视两种极端情形拓展到一般形式。
This paper analyzes the problem of maximizing the profit of monopoly market under the consumer switching condition which extents it from perfect price discrimination and uniform price to general form.
转换溢价可转换证券的价格高于可转换成股票当时市场价格的金额。
Conversion Premium the amount by which the price of a convertible security exceeds the current market value of the common stock into which it may be converted.
本文试图探讨可转换债券市场价格与其基准股票市盈率间的关系。
The market price of convertible bonds is sensitive to investors' expectations on the future price change of the underlying stocks.
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.
为避免期货到期当天的市场波动,我们会于市场到期前一天将产品从前一月的价格转换到下一个月的价格。
In order to remove final day volatility at ODL we switch from using the front month and into the second month one day prior to the exchange expiry above.
为避免期货到期当天的市场波动,我们会于市场到期前一天将产品从前一月的价格转换到下一个月的价格。
In order to remove final day volatility at ODL we switch from using the front month and into the second month one day prior to the exchange expiry above.
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