传统的可转债定价方法的基本思路是通过建立可转债价值的模型来直接求解可转债理论价格。
The basic thought of the traditional convertible bond pricing theory is to construct a value model of convertible bond to solve the theoretic price.
现有的研究通常将股息贴现模型确定的股票内在价值作为股票的理论价格。
Now the stock intrinsic value determined by the dividend discount model is often directly used as stock theoretic price when the dividend discount model is used.
本文从持有成本模型推导出的股指期货理论价格出发，引申出指数期货错误定价的概念。
In this paper, stock index futures theory prices is derived from Cost-of-carrying model gives rise to the concept of index futures mispricing.
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