此货的定价有（无）竞争力。
选取上海证券交易所可转换债券推导出违约利率期限结构，并与无违约利率期限结构对可转换债券的定价效果进行比较；
Second, the faultable TSIR is induced for the samples of convertible bonds from SSE, and its efficiency for pricing convertible bonds is compared with the fault-free TSIR.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性，利用无套利均衡分析的方法，以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
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