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| 基于二叉树模型的可转债定价的Excel方法 | |
| 引用本文： | 李彬,陈昌川,金凌辉.基于二叉树模型的可转债定价的Excel方法[J].绵阳师范学院学报,2011,30(8):80-82. |
| 作者姓名： | 李彬 陈昌川 金凌辉 |
| 作者单位： | 1. 绵阳师范学院教务处,四川绵阳,621000 2. 重庆邮电大学移动通信重点实验室,重庆,400065 3. 武汉科技大学城市学院公共课部,湖北武汉,430083 |
| 摘 要： | 利用二叉树模型对可转债定价是一种常用的数值方法,其计算一般较为繁琐,需要借助专业软件编程才能实现。由于Microsoft Excel具有操作方便、普及性广泛等优势,该文给出了一种利用Excel创建和求解可转债二叉树模型的方法,并用这种方法对我国5支可转债进行了简单的定价。 |
| 关 键 词： | 可转债 二叉树模型 Excel 定价 |
On Excel Method of Pricing Convertible Bonds Based on Binary Tree Model |
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| LI Bin,CHEN Chang-chuan,JIN Ling-hui.On Excel Method of Pricing Convertible Bonds Based on Binary Tree Model[J].Journal of Mianyang Normal University,2011,30(8):80-82. | |
| Authors: | LI Bin CHEN Chang-chuan JIN Ling-hui |
| Institution: | LI Bin1,CHEN Chang-chuan2,JIN Ling-hui3(1.Mianyang Normal University,Mianyang,Sichuan 621000,2.Key Laboratory of Mobile Communication Technology,Chongqing University of Posts and Telecommunications,Chongqing 400065,3.Dept.of General Courses,City College,Wuhan University of Science & Technology,Wuhan,Hubei 430083) |
| Abstract: | It is well known that binary tree model is a commonly used numerical method to price convertible bonds,but the calculation is much complicated and needs to program by applying some specialty software.This paper is to introduce a new method to solve a convertible binomial tree model with excel as it is easy to operate and widely spread,and put forward the simple pricing of 5 convertible bonds in China. |
| Keywords: | convertible bonds binomial tree model excel asset pricing |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |