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  5. Pricing of Exchangeable Bonds with American Call Option Embedded

Pricing of Exchangeable Bonds with American Call Option Embedded

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：richard8517742
【摘 要】
：
Convertible/Exchangeable bonds are a developing segment of the corporate bond market.Nonetheless,the pricing of convertible bonds has not been addressed extensively due to the complicated optionality
【作 者】
：
Luo Hang Li Yao Kang Zhihui 
【机 构】
：
School of Economics and Management,University of Chinese Academy of Sciences,China
【出 处】
：
中国系统工程学会
【发表日期】
：
2016年5期
【关键词】
：
Exchangeable Bonds 
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　　Convertible/Exchangeable bonds are a developing segment of the corporate bond market.Nonetheless,the pricing of convertible bonds has not been addressed extensively due to the complicated optionality and the links between valuation and the underlying risk and many other factors.
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