The existing catastrophe bond pricing models are all based on the standard finance theory.
现有的巨灾债券定价模型是基于标准金融理论建立的。
The third section introduces the modern analyzing method of the convertible bond pricing methods.
在第三节中，我们将引入可转换债券定价的现代分析方法。
Convertible bond pricing issues related to a variety of complex factors, have characteristics of uncertainty, nonlinear and exotic.
可转换债券定价问题涉及到多种复杂因素，具有明显的不确定性、非线性和奇异期权特性。
CITIC Group Corporation completed a 100 billion yen Samurai bond pricing and issued to obtain over-subscription on October 20th, 2016.
中国中信集团有限公司于2016年10月20日完成1000亿日元武士债的定价发行并获得超额认购。
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。
Theories on bond pricing include classical interest rate theory, liquidity preference theory, loanable fund theory and reasonable expectation theory.
债券价格的决定理论主要有古典利率理论、流动偏好理论、可贷资金理论和理性预期理论。
The optimal call policy for convertible bond not only can point out the optimal occasion for firms' calling, but also is a premise to convertible bond pricing.
企业可转换债券的最优赎回策略不仅能为企业指出行使赎回权的最佳时机，同时它也是企业可转换债券定价的前提。
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。
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；
Investors may already be pricing it into Greek bond markets, so it would hardly be a surprise.
希腊债券市场的价格或许已经反映出了投资者的这种担忧，所以这应该算不上什么意外消息。
The maturity of various credit rating bond is more abundance will help to build up a rational corporate bond yield curve, and provide pricing benchmark for secondary market circulation.
各信用评级的发行期限更为丰富与完整，将有利于形成合理的公司债券收益率曲线，为二级市场流通提供定价基准。
Without a developed short-term bond market, we can't find a criteria for the pricing of financial products, price distortions will be caused by irrational pricing.
没有发达的短期国债市场，金融产品的定价就失去了衡量标准，而非理性的定价很容易产生价格扭曲。
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。
Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
运用违约风险评估的结构化建模方法，在信息不完全的情形下推导了风险零息票债券的定价公式，并得到了此时信用利差的期限结构。
For the fundamental position of the pricing theory of the credit risk in the studies on the credit risk of corporate bond, firstly, the pricing theory is analyzed.
由于信用风险债券的估价理论在企业债券信用风险的研究中始终处于基础理论的位置，本文在第一部分先对有关信用风险债券的估价理论进行评述。
As a kind of financial derivative which has both traditional bond property and option property, convertible bonds pricing is a quite complicated problem.
作为一种既具有传统的债券性质，又具有期权性质以及一些其它条款限制的金融衍生产品，可转债的定价是一个相当复杂的问题。
It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps.
在该测度基础上，构造鞅过程可以对一些固定收益衍生品定价，进一步给出零息债券的欧式期权、利率上限期权的定价公式。
We can obtain better results of the double-factor pricing module of the convertible bond with greater precision.
通过径向基函数对可转换债券进行插值，给出可转换债券双因素定价模型的数值解，得到较高的精度。
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。
Credit derivatives have been playing an important role in diversifying credit risk, improving credit risk pricing mechanism, enhancing bond market liquidity etc.
信用衍生产品自问世以来在分散金融机构信用风险、完善信用风险定价机制、提高债券市场流动性等方面发挥了积极的作用。
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。
In Chapter 3, the author began to analyze the pricing of the convertible bond.
在第三章开始研究可转换债券的定价。
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。
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。
Contagion continues to spread across Europe, but although bond markets are pricing in for pretty catastrophic consequences this isn't being reflected in other assets classes.
危机继续向欧洲全境蔓延，但尽管债券市场已计入灾难性后果，其它资产市场却并未反映这点。
I evntured a test on the relationship between China's bond price and return rate by applying bond-pricing theories.
笔者从利用有关国债价格决定和变动理论对我国国债价格及收益率之间的关系进行了验证。
I evntured a test on the relationship between China's bond price and return rate by applying bond-pricing theories.
笔者从利用有关国债价格决定和变动理论对我国国债价格及收益率之间的关系进行了验证。
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