基于债务展期的担保复合定价理论与方法

针对单期定价的不足, 结合担保实践中债务展期的优势, 把存款保险风险定价思路引入信用担保风险定价, 从准债权与准股权复合设置角度, 提出了类似于优先股模式的债务追索权, 构建了债务展期的担保复合定价模型, 给出了模型的定价方法, 并作了模型的假设适用性实证分析, 深化了信用担保的风险定价理论.

Guarantee Compound Pricing Theories and Methods Based on Debt Delay

Pointing to the one-period pricing defect, combining the merit of debt delay in guarantee practice, and pointing to the merit of guarantee investment, compound setting between debt with stocks, similar to the prior to stocks mode, it contributes to the guarantee compound pricing model based on debt delay, and gives its pricing method, it alto gives the relative analysis of practical examples and checking, which further deepens the risk pricing theory and method of Credit Guarantee.