二叉树期权定价模型 binomial option tree model ; The Binomial Model
After introduced Binomial Model, and take account of option character of mortgage prepayment, this chapter put forward a MBS pricing model which is based on Binomial Model.
本章引入二叉树定价模型,分析了MBS提前偿付所隐含的期权,并以此性质为基础提出运用二叉树模型对MBS进行定价。
参考来源 - 基于二叉树模型的MBS产品定价研究The paper mainly study on several aspects:Firstly, on the basis of retrospection and generalization on price of convertible bonds, considering factors of pricing on domestic convertible bonds, constructs the binomial tree model with credit risks.
全文主要研究了以下几个方面的内容:第一,在回顾和概括了国内外目前常用的可转换债券定价模型的基础上,针对国内可转换债券定价难的特点,构建了引入信用风险的二叉树定价模型。
参考来源 - 可转换债券定价研究及投资策略分析·2,447,543篇论文数据，部分数据来源于NoteExpress
二叉树定价模型虽然适合各种期权估价，但存在缺陷，如精度问题。
Binomial tree can be applied to pricing of all kinds of options, but it has a lot of flaws, such as accuracy.
二叉树期权定价模型；
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。
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.
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