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。
In traditional option pricing method the volatility is assumed as a constant, but this is contradicted to the fact.
传统的期权定价都是假设波动率为固定常数,而这与实际不太相符。
It discusses the principles, the model of value assessment and the suitable conditions for Discount Cash Flow (DCF), market comparative method and option pricing method.
详细探讨了折现现金流量法、市场比较法和期权定价法的原理、价值评估模型及其适用条件。
There are mainly three evaluation methods: Discounted Cash Flow method, Relative Comparables method and Option Pricing method.
估价方法主要有三种:贴现现金流估计法、相对估计法和期权估计法。
There are mainly three evaluation methods: Discounted Cash Flow method, Relative Comparables method and Option Pricing method.
估价方法主要有三种:贴现现金流估计法、相对估计法和期权估计法。
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