On this basis the authors calculate out the formula of the probability of default,the formula of the credit-risky bonds,the formula of the value of the equity and the formula of the credit spread at time.
假设企业资产价值的波动以真实概率服从分数布朗运动,在此基础上推算出时度量信用风险的:公司的违约概率公式,风险债券的价格公式,股票的价格公式以及风险溢价公式等,并且得到在这样的假设条件下画出的信用风险溢价随着资产价值波动项变化而呈现的不同走势接近实证结论。
It can not only reduce the bond risks but also strengthen the underwriting capacity of insurers and reinsurers and expand their business scope.
市政债券保险体现了保险市场与资本市场的联动效应,可以有效降低债券风险,可以扩大保险人(再保险人)的风险承担能力和业务领域,促进我国市政债券的发展。
Regression Analysis of Influence Factors on Risk Premiums of Subordinated Bond of Commercial Banks;
影响商业银行次级债券风险溢价因素的回归分析
Term Risk Premium in Government Bonds: Forecasting Model and Application;
国债风险溢价预测模型在债券投资中的应用
CAT Bond Premium Puzzle:An Explanation from Behavioral Finance;
巨灾风险债券溢价之谜的行为金融学解释
Explanation of Macro economic variables on bond risk premia in China
中国债券市场债券风险溢酬的宏观因素影响分析
An Empirical Study on Term Risk Premiums in Bond Returns;
交易所国债期限风险溢价的实证研究
Measurement of the Market Risks of Fixed Income Bonds With VAR;
用风险价值度量固定收入债券的市场风险
A panel-based empirical study on risk premium of China s T-bonds;
基于面板模型的中国国债风险溢价实证研究
The Risky Debt Securities Pricing Based on the Firm Value Driven by Jump-Diffusion Process
资产价值服从跳-扩散过程的风险债券定价
Amortize bond discount and premium by the effective-interest method.
用实际利率法摊销债券的折价和溢价。
Bonds sell at a premium when the contract interest rate on the bond exceeds the market rate for similar bonds.
当债券的合同利率高于相似债券的市场利率时,债券溢价发行。
Yet, holding bonds can also have risks, as values for new and existing bonds change in the market.
然而,持有债券也有风险的,因为新债券和现有债券的价值在市场上是变动的。
Engineering Seismic Risk Assessment Based Pricing Model for Catastrophe Bond;
基于工程地震风险评估的巨灾债券定价模型
The Pricing of Defaultable Securities with Counterparty Risk;
存在对手违约风险的可违约债券的定价
Research on Pricing Model of Convertible Bonds Based on Credit Risk;
基于信用风险下的可转换债券的定价模型研究
The Measurement and Analysis on the Influencing Factors of the VaR of Convertible Bonds;
可转换债券风险价值衡量及影响因素分析
A New Pricing Model of Convertible Bond with Credit Risk;
考虑违约风险的可转换债券定价新模型
Poisson information disclosure process and the pricing of bond with correlated default risk;
泊松信息披露与具有关联违约风险的债券定价
Pricing model of mortality risk bond based on binomial tree configuration;
基于二叉树结构的死亡风险债券的定价模型
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