Binomial tree pricing model 二叉树定价模型
existing binomial-tree pricing 二叉树定价
Binomial tree can be applied to pricing of all kinds of options, but it has a lot of flaws, such as accuracy.
二叉树定价模型虽然适合各种期权估价,但存在缺陷,如精度问题。
After compared with other traditional pricing methods, find out that the Binomial Tree Model is more effective in Convertible Bonds pricing.
然后通过对传统的可转债的定价方法的比较得出二叉树模型在可转债定价中具有很强的实用性。
Secondly, selects the binomial tree model for pricing convertible bonds by comparing a variety of pricing methods and combining with the actual situation of the domestic market.
其次,通过比较各种定价方法,并结合国内市场的实际状况,选择二叉树模型来为可转换债券定价。
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