摘要
发行可转换债券的企业都有潜在的违约风险,把信用风险考虑其中必将使可转债的理论价值贴近于现实.在利率服从Vasicek模型下给出了可转换债券的三因素定价模型的微分方程.
The company always have the potential default risk at issuing convertible bonds.It is theoretical value practical to price convertible bonds for considering the credit risk.Then I give the differential equation of the convertible bond in this three factors model with Vasicek Interest rate model.
出处
《中央民族大学学报（自然科学版）》
2013年第S1期64-67,共4页
Journal of Minzu University of China(Natural Sciences Edition)
