【摘要】 可转换债券是一种企业债券和股票期权相结合的混合证券,越来越受到企业的青睐,而对它的教学和研究主要集中在连续时间下的可转债定价模型。本文主要是针对课堂教学中对离散时间下的可转换债券定价模型进行的初步探讨,在连续时间下的可转换债券定价模型的基础上建立了一类离散时间下的可转换债券定价模型。更多还原

【Abstract】 Convertible bonds,a kind of mixed security featuring the combination of enterprise bond and stock options,is getting the favour of enterprises increasingly.From the teaching and research perspectives,works mainly focus on convertible bonds pricing model during continuous period.The initial discussion about convertible bond pricing model during discrete time specially under classroom teaching condition is presented in this paper,establishing the convertible bond pricing model during discrete period on the basis of the convertible bond pricing model during continuous period.更多还原