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本文从对交换期权的定价角度入手,利用转换计价单位的方法,推导可转换债券的定价。
In this paper, by using change of numeraire, we have derived the Pricing formulas of Convertible bonds.
youdao
-
本文从对交换期权的定价角度入手,利用转换计价单位的方法,推导可转换债券的定价。
In this paper, by using change of numeraire, we have derived the Pricing formulas of Convertible bonds.
youdao