【摘要】 随着信用担保行业的不断发展,作为高风险行业,对其担保合约的科学定价以覆盖其担保失败的损失,显得极为重要。利用信用担保合约与信用违约互换的支付函数的同构性,构建适当的信用违约互换合约及模拟信用担保公司的信用担保合约,以信用违约互换的定价方式为信用担保公司的信用担保合同进行定价,更能体现出定价模型对担保合约定价的客观性、科学性和准确性。更多还原

【Abstract】 With the development of guarantee companies,it is very important to scientifically price its guaranteed business to cover the potential loss.In the paper,based on the homogeneity between guarantee contract and credit derivative,a Credit Default Swap is built to simulate guarantee contract and price the contract with the method of Credit Default Swap,which can better reflect the objectivity,rationality and precision of this model for guranteed contract pricing.更多还原