At the same time, using Monte Carlo simulation and finite difference method, the calling provision and put provision of domestic convertible bonds could be priced.
与此同时,本文采用蒙特卡罗模拟和有限差分数值算法,给国内可转债设计的两个条款——回售条款和回赎条款定价。
In addition, the attached provisions are important, such as callability provision and putability provision, and which make the pricing of convertible bonds more difficult.
而且,发行可转换债券时的附加条款(如赎回、回售条款等)也是定价时不可忽略的因素,这更加增大了为可转换债券定价的难度。
In addition, the attached provisions are important, such as callability provision and putability provision, and which make the pricing of convertible bonds more difficult.
而且,发行可转换债券时的附加条款(如赎回、回售条款等)也是定价时不可忽略的因素,这更加增大了为可转换债券定价的难度。
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