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2013 (Vol. 5, Issue: 12)
Article Information:

Study on Traditional Pricing Models Based on Terms of Convertible Bonds in China

Youzhi Zeng and Baosen Wang
Corresponding Author:  Youzhi Zeng 

Key words:  Convertible bonds, pricing efficiency, traditional pricing models, terms of convertible bonds, , ,
Vol. 5 , (12): 3341-3345
Submitted Accepted Published
July 26, 2012 September 17, 2012 April 10, 2013
Abstract:

The study has gotten the conclusion that the binary tree model is more suitable for convertible bonds pricing in China by analyzing terms of convertible bonds in China and deducing traditional pricing models of convertible bonds. The characteristics of terms embedded in convertible bonds decide which pricing models will be elected and which model parameters to be estimated. By analyzing terms of convertible bonds in China, get the expressions of terms value, which are called as terminal conditions and boundary conditions and then deduce the traditional pricing models. Based on the above processes, it can be found that the binary tree model use terminal conditions and boundary conditions better.
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  Cite this Reference:
Youzhi Zeng and Baosen Wang, 2013. Study on Traditional Pricing Models Based on Terms of Convertible Bonds in China.  Research Journal of Applied Sciences, Engineering and Technology, 5(12): 3341-3345.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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