Abstract:
可转换债券是一种复杂的信用衍生产品。国内外尚未有学者对中国可转债进行精确定价。通过以单因素模型为基础,运用B—S期权定价理论,选取招行可转债进行应用研究,证明我国可转债价格存在着明显低估现象。
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Source :
哈尔滨商业大学学报(社会科学版)
Year: 2007
Issue: 03
Page: 58-61
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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