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2018 | OriginalPaper | Chapter

Research on Option Pricing of Convertible Bonds

Authors : Yi-rong Ying, Hao-yang Jia, Meng-meng Bai

Published in: Proceedings of the Fifth International Forum on Decision Sciences

Publisher: Springer Singapore

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Abstract

The world’s convertible bonds are mainly concentrated in the United States, Europe, Japan and other developed financial markets. Convertible bonds can effectively promote the prosperity of a region’s financial market and enhance the competitiveness of enterprises. However, at present, convertible bonds in China’s financial market are not mature yet, many investors lack the knowledge about convertible bonds pricing theory and risk scale. In order to explain the structure of convertible bonds more simply, this paper analysis dismantled convertible bonds through the change of parameters on the basis of Qiyuan Zhou’s paper.

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Metadata
Title
Research on Option Pricing of Convertible Bonds
Authors
Yi-rong Ying
Hao-yang Jia
Meng-meng Bai
Copyright Year
2018
Publisher
Springer Singapore
Book
Proceedings of the Fifth International Forum on Decision Sciences

Print ISBN: 978-981-10-7816-3

Electronic ISBN: 978-981-10-7817-0

Copyright Year: 2018

DOI
https://doi.org/10.1007/978-981-10-7817-0_3

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