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风险中性世界
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  risk-neutral world
    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.
    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.
短句来源
  risk-neutral world
    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.
    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.
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  risk-neutral world
The risk-neutral world where evolve the firm assets, modeled by a class of geometric Lévy processes, is constructed based on the Esscher measure, yielding useful and new analytical relations between historical and risk-neutral probabilities.
      
It assumed a risk-neutral world, that is, it recognized that investor risk preferences did not interfere in the pricing of derivatives.
      
  risk-neutral world
The risk-neutral world where evolve the firm assets, modeled by a class of geometric Lévy processes, is constructed based on the Esscher measure, yielding useful and new analytical relations between historical and risk-neutral probabilities.
      
It assumed a risk-neutral world, that is, it recognized that investor risk preferences did not interfere in the pricing of derivatives.
      


A convertible bond is exposed to both equity and interest rate risk. With the hypothe-sis that corporate bonds and interest rate vary according to concern stochastic differential equation re-spectively. We derived the pricing model. To fit the facts better, we drew in a risk factor and pre-sented a simple model under the risk neutral condition.

可转换债券是一种融资品种,影响可转换债券的因素是股价和利率,针对二者的随机性和相关性,给出可转换债券的定价模型,同时模型中加入了风险因子,使模型更加符合实际,并且给出了风险中性世界的定价模型.

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.

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.

 
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