Study on Risk Pricing of Debt Guarantee Constract from Finance Option Perspective

摘要：

　　In this paper, we introduces the risk pricing into the Credit Guarantee field, based on the perspective of finance option, and creates the guarantee pricing model.Most contribution of which, it firstly derives the Black-Scholes theory from the finance perspective, moreover, it also gives the application method to compute the guarantee price.It develops and deepens the theory of Credit Guarantee pricing , which possesses pretty important theorentical and practical significance to the scientific practice of credit guarantee.

关键词： credit guarantee finance option pricing mechanism finance trade

作者: Gu Haifeng

作者单位: Department of Finance, Glorious Sun School of Business and Management, Donghua University

会议类型: 国际会议

会议名称: The 4th Conference on Chinas Economic Operation Risk Management(2010·Shanghai)(第四届中国立信风险管理论坛)

会议地点: 上海

会议语种:英文

页码: 56-60

在线出版日期: 2010-10-14（万方平台首次上网日期，不代表论文的发表时间）