RESEARCH ON THE PRICING OF CHINESE BOND WITH ATTACHED WARRANTS

摘要：

　　Based on the actual situation in China, this paper uses the common bond pricing model and the option pricing model taking consideration of the dilution effect to price sixteen unexpired Chinese bond with attached warrants.This paper will offer an idea about pricing Chinese bond with attached warrants and try to generalize a proper pricing approach.

作者: Jianhua Zeng Li Deng

作者单位: School of Economics and Management, Beihang University,Beijing 100191, China

会议类型: 国际会议

会议名称: The 11th International Conference on Industrial Management(第十一届工业管理国际会议)

会议地点: 日本

会议语种:英文

页码: 725-729

在线出版日期: 2012-08-29（万方平台首次上网日期，不代表论文的发表时间）