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2005•Mathematica ApplicataRequires access

A Study on the Conversion Years Model of Convertible Bonds

Wan Jian-ping

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Abstract

Convertible bond is a new financial tool and be more and more important in China's capital market,and is respected as one of three-coach of the company's re-loan,it have the characteristics of bond,stock and option.Different from others complexity pricing model,this article makes some researches on the conversion years of convertible bonds on the baiss of real option and give a way to decide it by using a simple option-pricing model.

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What this paper is about

Convertible bond is a new financial tool and be more and more important in China's capital market,and is respected as one of three-coach of the company's re-loan,it have the characteristics of bond,stock and option.Different from others complexity pricing model,this article makes some researches on the conversion years of convertible bonds on the baiss of real option and give a way to decide it by using a simple option-pricing model.

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Available abstract

Convertible bond is a new financial tool and be more and more important in China's capital market,and is respected as one of three-coach of the company's re-loan,it have the characteristics of bond,stock and option.Different from others complexity pricing model,this article makes some researches on the conversion years of convertible bonds on the baiss of real option and give a way to decide it by using a simple option-pricing model.

Key concepts: Convertible bond, Convertible arbitrage, Bond, Financial economics, Convertible, Embedded option, Business, Loan

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