Callable Convertible Bonds: Theory. Model and Empirical(Chinese Edition)

 
9787504984975: Callable Convertible Bonds: Theory. Model and Empirical(Chinese Edition)
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Language:Chinese.Paperback. Pub Date: 2016-05-01 Pages: 145 Publisher: China Financial Publishing House book from the perspective of both issuers and investors' interests. research redeemable convertible pricing and financing bonds. convertible bonds can contract design and innovation. Pricing of convertible bonds. convertible bonds make use of this book Game Options feature. use two-reflection wall BSDE as pricing equation. and based on the relationship BSDE and partial differential equations. and convert it to the relevant partial differential equations to be solved in order to more fully consider the real convertible bonds in a variety of provisions to improve the accuracy of the pricing model fits the empirical analysis. empirical analysis also took into account the terms of the convertible bond redemption path-dependent characteristics. Convertible bond contract terms r...

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ISBN 10: 7504984973 ISBN 13: 9787504984975
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Book Description paperback. Condition: New. Language:Chinese.Paperback. Pub Date: 2016-05-01 Pages: 145 Publisher: China Financial Publishing House book from the perspective of both issuers and investors' interests. research redeemable convertible pricing and financing bonds. convertible bonds can contract design and innovation. Pricing of convertible bonds. convertible bonds make use of this book Game Options feature. use two-reflection wall BSDE as pricing equation. and based on the relationship BSDE and partial differential equation. Seller Inventory # DM011824

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