Research on Empirical Study of the Value Determination of Convertible Bonds in Listed Companies

摘要：

Conversion and redemption of the bonds is of option in nature. This article puts the value determination of convertible bonds into Black-Scholess Option Pricing Framework, according to the relevant provisions of convertible bonds, to calculate the value of convertible bonds with the help of differential equations. Besides, suggestions are made in the selection of convertible bonds.

关键词： listed company convertible bond value determination empirical study

作者: Zhou Jian Shi Pingping

作者单位: China Canada Higher Applied Technology College, Shandong Institute of Business and Technology, Yantai, 264005, China

会议类型: 国际会议

会议名称: 2010 International Conference on Management Science and Safety Engineering(2010管理科学与安全工程国际会议 MSSE 2010)

会议地点: 烟台

会议语种:英文

页码: 462-465

在线出版日期: 2010-08-06（万方平台首次上网日期，不代表论文的发表时间）