In chapter three, this paper discuss the theoretic assume which calculate the original conversion price of convertible bond through B-S Model.
本文的第三章详细探讨了运用B - S模型确定可转换债券初始转换价格的理论设想。
This paper studies converting system from three aspects, namely the nature and realization of convertible privilege, conversion price and conversion periods.
本文从转换权的性质及实现、转换价格和转换期间三方面进行研究。
In this paper, by using change of numeraire, we have derived the Pricing formulas of Convertible bonds.
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, our purpose is to analyse some special provisions and study the pricing problem of convertible bonds.
本文旨在利用数学方法对可转换债券进行条款分析及定价研究。
The main aim of the paper is analyzing the impact of convertible bond arbitrage activity on stock market liquidity and efficiency.
本研究主要的目的是分析可转换债券套利行为对发债公司股票流动性和股票有效性的影响。
Firstly, this paper argues that convertible preferred stock can not only allocate residual claims between investors and entrepreneurs, but also assign control rights.
可转换优先股不仅可以在投资者和企业家之间分配剩余索取权,还可以分配控制权,而且这种控制权的转移是状态依存的。
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 introduces a GM envelopment model to predict the price interval of convertible bonds.
研究利用GM包络模型预测可转换债券价格的运行区间。
This paper improves binomial model in some aspects to make it more suitable to the properties of convertible bonds, then more accurate to pricing such a financial asset.
在传统的二叉树模型上加以一定的改进,使其能更适合可转换债券的特点,从而对可转换债券的定价达到更高的准确度。
Cash is defined as currency in corporate accounts, short term investments or commercial paper that's easily convertible to cash.
现金流通在企业账目中是有明确规定的,一些短期投资或者商业票据很容易兑换成现金。
This paper contributes to the enlightenment of the theoretical and empirical study on convertible bonds pricing as well as assist in the investment decision-making process.
以期对可转换债券的理论研究和实证研究有所启发,对投资者的投资决策有所帮助。
The pricing of convertible bonds is further studied in this paper by taking advantage of Modern Financial mathematics, Financial Engineering, Partial Differential Equations and Binomial Method.
本文综合运用了一些金融研究方法,如偏微分方程以及二项式等方法对可转换债券的定价问题进行了深入的研究。
In this paper, selected aspects of this study is that our country would like convertible bonds and reasonable pricing and distribution strategy to provide choice of valuable reference point.
本文选取这个方面的问题进行研究,就是想在我国可转债合理定价和发行策略选择方面提供一点有价值的参考。
The paper investigates the differential clienteles and liquidity hypothesis in Chinese convertible market by using large sample analysis.
本文应用中国市场的数据对解释可转债折价的投资者群体差异假说和流动性假说进行了实证检验。
To the convertible rate, the important attribute, this paper establishes the decision model and stresses the relation between the convertible rate and the convertible premium rate.
针对可转债的重要属性转股率,建立转股率决定模型,重点分析了转股率与转股溢价率之间的关系。
This paper studies the valuation of convertible bonds based on the theories of modern financial mathematics and financial engineering, making use of finite difference method and finite element method.
本文基于现代金融数学和金融工程理论,采用有限差分和有限元数值方法对可转债的定价问题进行了比较深入的研究。
This paper studies the valuation of convertible bonds based on the theories of modern financial mathematics and financial engineering, making use of finite difference method and finite element method.
本文基于现代金融数学和金融工程理论,采用有限差分和有限元数值方法对可转债的定价问题进行了比较深入的研究。
应用推荐