%0 Journal Article
%T Study on the Pricing Model of Convertible Bonds<br>可转换债券定价模型探讨
%A ZHENG Xiao-ying
%A CHEN Jun
%A CHEN Jin-xian
%A <br>郑小迎
%A 陈军
%A 陈金贤
%J 系统工程理论与实践
%D 2000
%I 
%X This paper analyses the characteristics of convertible bonds(CBs) and factors affecting CBs, and Rate-price model that influences the issuance effect of CBs is presented. Based upon the study of CBs'underlying variables: interest rate and stock, the two-factors pricing model of CBs is derived through no-arbitrage principle.
%K convertible bonds
%K no-arbitrage principle
%K two-factors pricing model<br>可转换债券
%K 无套利原理
%K 双因素定价模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=8189A4753F709E17&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=5D311CA918CA9A03&sid=B91E8C6D6FE990DB&eid=D3E34374A0D77D7F&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=3&reference_num=0