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Pricing Theory and Case Studies on Convertible Bond

Ming Zhang

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Abstract

Convertible bond is a new financial instrument in China.either theory or practice,it is important to research on the pricing theory.The value of convertible bond can be divided into two parts,ordinary bond value and option value,the latter is more difficult to determine,and it needs the help of the developed Black*MScholes Model.This thesis makes through researches on the pricing theory of convertible bond and using of the B*MS model with the case of Shanghai Internatioal Aiport.

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Convertible bond is a new financial instrument in China.either theory or practice,it is important to research on the pricing theory.The value of convertible bond can be divided into two parts,ordinary bond value and option value,the latter is more difficult to determine,and it needs the help of the developed Black*MScholes Model.This thesis makes through researches on the pricing theory of convertible bond and using of the B*MS model with the case of Shanghai Internatioal Aiport.

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Available abstract

Convertible bond is a new financial instrument in China.either theory or practice,it is important to research on the pricing theory.The value of convertible bond can be divided into two parts,ordinary bond value and option value,the latter is more difficult to determine,and it needs the help of the developed Black*MScholes Model.This thesis makes through researches on the pricing theory of convertible bond and using of the B*MS model with the case of Shanghai Internatioal Aiport.

Key concepts: Convertible bond, Embedded option, Convertible arbitrage, Convertible, Bond, Value (mathematics), Financial economics, Bond valuation

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