Covered Warrant Pricing 备兑权证估价
Problem in chapter four is warrant pricing.
文章主体的第二部分讨论了权证定价问题。
参考来源 - 上市公司股权分置改革中的两个定价问题·2,447,543篇论文数据,部分数据来源于NoteExpress
We conduct research on warrant pricing under determined dividend model and stochastic dividend yield model.
本文研究了在确定性分红和随机性红利率模型下的权证定价问题。
We show that the warrant pricing deviation can be significantly explained by liquidity measures and momentum measures calculated from the warrant and the underlying stock market.
我们发现中国权证市场的定价偏离可以在很大程度上被流动性测度和动量性测度来解释。
Then Guangzhou Airport Put warrant is taken as the example to study the pricing method, and also consider the condition that the warrant can't be executed in the first three months.
之后,以穗机场认沽权证为例子进行定价研究,同时考虑了认沽权证前三个月不能行权对定价所造成的影响。
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