随机利率下的可转换债券的精算定价.pdfVIP

ABSTRACT Withthe offinancialmanetin development our and country,more more financialderivativeshaverushedintoour financial market， the convertible an financialt001．The especially bonds，as important modelofthese pricing financialderivativescan moreliableand provide scientificbasisfor investorstoreduceinvestmentrisks．The qualitative researchforfinancialderivatescan notmeetthe forrisks requests control； which however,Securities was portfolio theory firstlyproposedby Markowitzto mathematicaltoolsinto model bring has pricing brought aboutthe research．At arethree quantitative present，theretraditional asBlack．Scholes modeland optionpricingmethods，such model，binomial method．Thesemethodsare basedonsomeideal martingale mainly marketisan assumptions，forexample，financial and one．Theexact situationisthe causes complete opposit