| 分期可换股债券的定价分析 |
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| 引用本文： | 应益荣,金虎斌.分期可换股债券的定价分析[J].五邑大学学报(自然科学版),2004,18(2):7-10. |
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| 作者姓名： | 应益荣 金虎斌 |
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| 作者单位： | 上海大学,国际工商管理学院金融学系,上海,201800 |
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| 摘 要： | 在股价的蒙特卡洛模拟以及事件因素对期权定价影响的基础上，讨论了可换股债券这种减持方案的具体操作过程及要点．对分期可换股债券进行了定价分析，得出了其票面利率随每期的转股价和转股比例的变化关系．
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| 关 键 词： | 国有股减持 可换股债券 期权 |
| 文章编号： | 1006-7302(2004)02-0007-04 |
| 修稿时间： | 2003年11月17 |
A Pricing Analysis of Multiperiodic Convertible Exchangeable Bonds |
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| YING Yi-ring,JIN Hu-bin.A Pricing Analysis of Multiperiodic Convertible Exchangeable Bonds[J].Journal of Wuyi University(Natural Science Edition),2004,18(2):7-10. |
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| Authors: | YING Yi-ring JIN Hu-bin |
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| Abstract: | It is imperative to reduce state-held shares, but what's more important is pricing those shares. Based on the Monte Carol stimulation of stock prices and on the influence of event factors on option pricing, this paper discusses the concrete process and the main points of reducing the state-held shares by means of convertible exchangeable bonds (CEB), makes an analysis of the pricing of CEBs, and outlines the dynamic relationship between the contract interest rate of CEBs and their conversion prices and ratios in each period. |
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| Keywords: | reduction of state-held shares CEB option |
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