contingent claims analysis 相机权益分析
contingent claims analysis model 或有要求权分析模型
Analysis on Contingent Surplus Notes 或有资本票据探析
As generalizing the theory of option pricing, contingent claims analysis can Handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广,广泛运用于债务估值,并能给出解析表达式。
Sensitivity analysis under weaker conditions is dealt with in this paper and the relationships among the contingent derivates of the other proper perturbation mappings are investigated.
给出了更弱条件下的灵敏度分析,并且对其它真扰动映射的切导数之间的关系进行了分析。
In this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.
本文运用相机权益分析方法,得到公司债估值公式,并探讨了纯混合兼并对企业债务价值的影响。
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