首页
期刊中心
期刊检索
论文检索
行业资讯
期刊
期刊
论文
首页
>
《系统科学与信息学报:英文版》
>
2006年2期
>
Binomial Tree Pricing Model of Convertible Bond with Default Risk
Binomial Tree Pricing Model of Convertible Bond with Default Risk
打印
分享
在线阅读
下载PDF
导出详情
摘要
未填写
DOI
rdx97g2ldl/443897
作者
机构地区
不详
出处
《系统科学与信息学报:英文版》
2006年2期
关键词
二项式树
定价模式
默认风险
自由兑换
Possion过程
分类
[自然科学总论][系统科学]
出版日期
2006年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)
相关文献
1
王健;时振梁.
Binomial model on seismic risk analysis
.地震学,1994-09.
2
Jinyang Sun;Yicheng Hong.
Indifference Pricing in the Single Period Binomial with Complete Market Model
.基础数学,2018-01.
3
Jing Sui Jinsheng He Jiancheng Yu.
Application of Binomial Option Pricing Model to the Appraisal of Knowledge Management Investment
.政治经济学,2005-03.
4
徐亚娟;王过京.
PRICING CATASTROPHE OPTIONS WITH COUNTERPARTY CREDIT RISK IN A REDUCED FORM MODEL
.基础数学,2018-01.
5
JIA Zhaoli;ZHANG Shuguang.
PRICING CONVERTIBLE BONDS AND CHANGE OF PROBABILITY MEASURE
.系统科学,2013-06.
6
.
The Analyses of Risk Premium and the Model Revisions About Capital Asset Pricing Models
.系统科学,2006-02.
7
Jianxiang Shi Ruiguang Gong.
Pricing Catastrophe Bond by Esscher Transform
.系统科学,2008-01.
8
Dai;Min(戴民).
NUMERICAL ANALYSIS ON BINOMIAL TREE METHODS FOR AMERICAN LOOKBACK OPTIONS
.基础数学,2001-02.
9
LiZhou JinlinLi.
Risk Analysis of the Bond Portfolio Price Sensitivity
.系统科学,2004-04.
10
CHENZeqian.
QUANTUM THEORY FOR THE BINOMIAL MODEL IN FINANCE THEORY
.系统科学,2004-04.
来源期刊
系统科学与信息学报:英文版
2006年2期
相关推荐
CONVERGENCE OF THE EXPLICIT DIFFERENCE SCHEME AND THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS
A simple American option pricing model
Large Deviation Results for Generalized Compound Negative Binomial Risk Models
Application of Poisson Regression Model and Negative Binomial Regression Model in Forest Fire Forecasting
Determination of Credit Risk Charges for Malaysian Life Insurance Industry: An Application of Default Probability
同分类资源
更多
[系统科学]
耗散结构理论对中国经济特区领导活动的启示
[系统科学]
试论复杂性科学方法论对还原论的超越
[系统科学]
ABriefCritiqueofChina’sCollegeEnglishTest
[系统科学]
Optimization Analysis on Dynamic Reduction Algorithm
[系统科学]
CONTROLLING INFECTIOUS DISEASE OUTBREAKS: A DETERMINISTIC ALLOCATION-SCHEDULING MODEL WITH MULTIPLE DISCRETE RESOURCES
相关关键词
二项式树
定价模式
默认风险
自由兑换
Possion过程
返回顶部