【摘要】 企业可转换债券既是企业市场价值的或有权益,又是随机利率的或有权益。以企业的市场价值(股价)和随机利率为基础,建立可转换债券的双因素模型。通过径向基函数对可转换债券进行插值,给出可转换债券双因素定价模型的数值解,得到较高的精度。更多还原

【Abstract】 The convertible corporation bond is not only the alternative benefit of its market value, but also the alternative benefit of its random interest.Based on the market value and random interest of corporation, this thesis has established a double-factor module of the convertible bond. We can obtain better results of the double-factor pricing module of the convertible bond with greater precision.更多还原