【摘要】 可转换债券是中国证券市场的热点之一.本文主要研究如何给带有重置条款的可转换债券进行定价.文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.更多还原

【Abstract】 The convertible bond is one of the dey issues of security market in China.This paper aims to make a study of how to price convertible bonds with reset clauses.A dopting the thought of equivalent martingale measure,it transforms the underling asset from risk world to the risk-neutral world and prices the convertible bonds with reset clauses with martingale pricing method in the risk-neutral world.更多还原