1) redeemable clauses
回购条款
1.
This paper,to more complicated stock product,makes use of martingale measure and the method of stochastic analyse,gives the mult-factor pricing model of convertible bonds with redeemable clauses,combines the actual circumstance of market disburses dividends,discusses the martingale pricing of n-factor convertible bonds with periodic dividends,and induces the pricing formula.
针对较为复杂的股票产品,利用鞅测度和随机分析的方法给出了附有回购条款的可转换债券多因素定价模型,并结合市场分红的实际情况,探讨了在周期付红利下n-因子可转换债券的鞅定价,且给出了价格公式。
2) back buy treaty
回购条款
1.
And under the hypothesis that the stock price is satisfied to geometic Brown motion we get the pricing formula of Convertible Bond with back buy treaty by means of Martingale approach (risk-neutral valuation).
从定量的角度分析了附有回购条款的可转换债券的价值构成,并在股票价格服从对数正态分布的条件下,利用MartinglePricing方法推导出其定价公式。
3) Loan Repurchase
贷款回购
1.
Probing on Loan Repurchase in financial Organization;
金融机构间贷款回购探讨
4) back sell treaty
回售条款
1.
And under the hypothesis that the stock price is satisfied to geometic Brown motion,the pricing formula of Convertible Bond with back sell treaty by means of Martingale approach(risk-neutral valuation) is gotten.
从定量的角度分析了附有回售条款的可转换债券的价值构成,并在股票价格服从对数正态分布的条件下,利用Martingale Pricing方法推导出其定价公式。
5) Put Provision
回赎条款
6) call provision
赎回条款
1.
This paper uses Monte-Carlo simulation method to analyze the influences of two provisions: call provision and strike-price-adjusted provision under both provisions.
蒙特卡罗模拟数值算法在赎回条款和特别向下修正条款两个发行条款共同作用下的可转换债券期权价值,在赎回条款的作用下,特别向下修正条款对可转换债券期权价值的贡献较小,但当发行公司的股价大幅下跌时,损害了发行公司的原有股东的利益。
补充资料：股份回购
股份回购——
股份回购是公司用现金、或者以债权换股权，或是优先股换普通股的方式购回其流通在外的股票。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条