| B-S模型在可转换债券估价中的应用分析 |
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| 引用本文： | 顾银宽. B-S模型在可转换债券估价中的应用分析[J]. 安徽工业大学学报(社会科学版), 2009, 26(2): 31-33 |
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| 作者姓名： | 顾银宽 |
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| 作者单位： | 安徽工业大学,管理学院,安徽,马鞍山,243002 |
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| 摘 要： | 企业在发行可转换债券时合理确定其理论价值十分重要。B-S模型是在种种假定条件下,得出转债理论价格近似解析解。相对于多因素模型而言,运用B-S模型求解可转换债券理论价格简单易行。
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| 关 键 词： | B-S模型 可转换债券 波动率 |
Practical Analysis of B-S Model in the Evaluation of Changeable Bond |
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| GU Yin-kuan. Practical Analysis of B-S Model in the Evaluation of Changeable Bond[J]. , 2009, 26(2): 31-33 |
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| Authors: | GU Yin-kuan |
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| Affiliation: | School of Management;AHUT;Ma'anshan 243002;Anhui;China |
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| Abstract: | It is very important for enterprise to reasonably evaluate its theoretical value in issuing its changeable bonds.The approximate solution of changeable bonds theoretical value of B-S model is arrived under all kinds of supposed conditions.Compared with multi-factor model,it is easier to evaluate its value in operating B-S model. |
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| Keywords: | B-S model changeable bond fluctuating range |
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