可转换债券定价理论发展的研究

The Research on Pricing Theory of Convertible Bonds

中文关键词:  可转换债券  定价  信用风险  随机利率

英文关键词:convertible bonds  pricing  credit risk  stochastic interest rate

中文摘要:

      对比分析国内外可转换债券定价理论,从价值分析、数值方法和利率期限结构三个方面详尽地给出可转换债券的定价模型,提出了可转换债券定价研究中存在的问题并指出今后研究发展的方向。

英文摘要:

      Comparing the pricing theories of convertible bonds home and abroad,this paper introduces the pricing model of convertible bonds in detail from value analysis,numerical methods and term structure of interest rate.It presents the problems in the research of pricing convertible bonds and points out the direction of further research of convertible bonds.