The paper prices bond and bond option,analyzing dynamic interest rate,regime-switching and option pricing.
从利率动态变化、结构转换和期权定价三个方面进行分析,对结构转换下的债券和债券期权进行定价,考虑了结构转换对利率衍生物定价的影响,利用Ito引理获得债券定价的偏微分方程,并得到债券期权定价的特征函数与递归等式。
The Option Bonds Risks and Strategies for Enterprise to Raise Funds;
企业期权债券筹资的风险与防范策略
Bond, Future, Option Pricing in Two-Factor HJM Model;
两因素HJM模型下债券、期货、期权的定价
Enterprise s Long- term Credit- investmen--the Comparison of the Bond Investment and the Bond Payable Accounting;
企业长期债权投资——债券投资与应付债券核算之比较
Pricing of European Call Option on Corporate Bond
企业债券的欧式期权的定价公式(英文)
A FINITE ELEMENT METHOD FOR PRICING AMERICAN OPTION ON BONDS
美式债券期权定价问题的有限元方法
Study of the Influence of Embedded Options on Corporate Bond s Value;
嵌入期权对公司债券价值的影响研究
Research of Jamshidian Theory in Coupon-bonds Option Value;
Jamshidian理论在附息债券期权定价中的研究
Analysis of interest rate of convertibie bonds on a price modal of option;
用期权定价模型分析可转换债券利率
In addition to the company portfolio options, Phnom Penh bonds, currencies and indices corresponding options .
除了公司有价证券期权,金边债券,货币和指数都有相应的期权。
Valuating of Discount Bound Option in a Two-Factor Model of the Term Structure of Interest Rates;
基于两要素利率期限结构的债券期权定价
a short bill, bond, etc
短期票据、 债券等
conversing right
在一定期限内将债券转换为股票的权利
Zero Interest Bonds and Options Prices Distribution Function Based on VASICEK Model;
基于VASICEK模型的零息债券及期权的价格分布函数
Application of Real Option in the Credit Management of Bonds;
实物期权技术在债券信用管理中的应用
Pricing Convertible Bonds Under Expectation of Ownership-Split Reform;
股权分置改革预期下的可转换债券定价问题
Application of the B-S Option Pricing Model in the Valuation of Convertible Bonds;
B-S期权定价模型在可转换债券定价中的应用
A Radial Basis Function Method for Solving Bond Option Pricing Models;
用径向基函数方法求解债券看跌期权定价模型
Optimal Strategies Analysis of Convertible Bonds Based on Option Game
基于期权博弈的可转换债券最优策略分析
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