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从定量的角度分析了可分离式可转换债券的价值构成,并在服从Vasicek利率模型的随机利率下,利用Martingle Pricing方法推导出其定价公式.
From the quantitative point of view, the paper analyzes the value composition of separable convertible bonds, and deduces its pricing formula using the Martingle Pricing method under the stochastic interest rate which obeys the Vasicek interest rate model.