This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
This paper deduces a model for pricing catastrophe risk bond based on the representative agent in the framework of incomplete market.
本文推导了一个不完全市场框架下的基于代表性代理模型基础上的巨灾风险债券定价模型。
Compared with the traditional models, this model originated from a new thought, and can solve the convertible bond pricing problem under multi-factors and path-dependence.
与传统模型相比，可以更好地解决多因素扰动条件下的可转债定价问题和可转债条款中的路径依赖问题。
Using option pricing method, this article obtained a new pricing model of convertible bond with credit risk.
利用期权定价方法对可转换债券进行定价，并得到了一个考虑违约风险的可转换债券定价新模型。
The basic thought of the traditional convertible bond pricing theory is to construct a value model of convertible bond to solve the theoretic price.
传统的可转债定价方法的基本思路是通过建立可转债价值的模型来直接求解可转债理论价格。
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比较和归纳了可转换债券期权部分价格确定的经典理论，阐明了本文采用二叉树模型的原因。
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下，首先将违约看作具有不确定性的随机强度过程，对违约风险进行了建模。
We consider the pricing model for European foreign currency options where the domestic and foreign bond rates are assumed to be stochastic.
本文考虑国内外债券利率均为随机条件下的欧式外币期权定价。
We consider the pricing model for European foreign currency options where the domestic and foreign bond rates are assumed to be stochastic.
本文考虑国内外债券利率均为随机条件下的欧式外币期权定价。
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