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| 外币标的可转换债券定价的鞅方法 |
| The Martingle Method of Foreign Currency Underlying Convertible Bond pricing |
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| DOI：10.3969/j.issn.1671-5322.2007.01.005 |
| 中文关键词: 可转换债券 期权 回售 Girsanov变换 |
| 英文关键词: convertible bond option sell back Girsanov vary |
| 基金项目:广西自然科学基金，咸阳师范学院校科研和教改项目 |
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| 中文摘要: |
| 可转换债券是一种具有筹资和辟险的双重功能的金融衍生工具, 在我国还是比较新颖而陌生的.针对我国资本市场创新金融工具匮乏等特点,提出了一种类似于B股可转债的可转债形式,拟通过国际资本市场筹措资金以拓宽企业融资渠道,并利用鞅方法给出其价值公式. |
| 英文摘要: |
| Convertible bond is a kind of financial derivative instrument with fund raising and risk avoiding functions,which is novel and unfamiliar in our country.The paper has put forward a kind of convertible bond form which is similar to the B-share convertible bond in view of the financial instrumentshortage in our capital market,and planed to raise the fund through the international capital market in order to widen enterprises′ financing channel,and utilized martingle method to provide its value formula. |
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