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2009•Journal of Hunan Financial and Economic CollegeRequires access

The Amendments of the Price of Convertible Stock and the Pricing of Convertible Bond

Zhang Qing-hua

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Abstract

It is necessary to take the amendments of the price of convertible stock into consideration in studying the pricing of convertible bonds,especially when in the bear market in 2008 many convertible bonds lowered the price of convertible stock.So the amendments of the price of convertible stock can protect the rights of investors.Based on the AFV model,this paper establishes the pricing model and evaluates the amendments of the price of convertible stock by making use of finite difference method.

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What this paper is about

It is necessary to take the amendments of the price of convertible stock into consideration in studying the pricing of convertible bonds,especially when in the bear market in 2008 many convertible bonds lowered the price of convertible stock.So the amendments of the price of convertible stock can protect the rights of investors.Based on the AFV model,this paper establishes the pricing model and evaluates the amendments of the price of convertible stock by making use of finite difference method.

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Available abstract

It is necessary to take the amendments of the price of convertible stock into consideration in studying the pricing of convertible bonds,especially when in the bear market in 2008 many convertible bonds lowered the price of convertible stock.So the amendments of the price of convertible stock can protect the rights of investors.Based on the AFV model,this paper establishes the pricing model and evaluates the amendments of the price of convertible stock by making use of finite difference method.

Key concepts: Convertible bond, Convertible arbitrage, Convertible, Embedded option, Stock price, Stock (firearms), Business, Financial economics

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