haku: @journal_id 835 / yhteensä: 186
viite: 20 / 186
| Tekijä: | Zheng, Xiaoying Chen, Jianxian |
| Otsikko: | Studies on the pricing model of transferable bonds (original in Chinese) |
| Lehti: | Forecasting (c)
1999 : 3, p.35-37 |
| Asiasana: | BONDS PRICING SHARE PRICES |
| Kieli: | chn |
| Tiivistelmä: | This paper firstly conducted deeply analysis on the nature as well as relevant contents of transferable bonds, and deduced the integrated model---Rate-Price, which affects its issuing effects. Then, on the basis of detailed investigation on the variable-interest rate and nature of stock price behavior, using the principle of zero-risk arbitrate, deduced two-factor pricing model of transferable bonds. The special case is just the famous model---Black-Scholes. |
SCIMA