binomial tree pricing model

基本解釋

After compared with other traditional pricing methods, find out that the Binomial Tree Model is more effective in Convertible Bonds pricing.
然後通過(guò)對(duì)傳統(tǒng)的可轉(zhuǎn)債的定價(jià)方法的比較得出二叉樹(shù)模型在可轉(zhuǎn)債定價(jià)中具有很強(qiáng)的實(shí)用性。
This paper firstly reviews the pricing theories of Convertible Bonds, compared with other pricing methods, Binomial Tree Model is more effective in Convertible Bonds pricing.
本文首先對(duì)可轉(zhuǎn)債的定價(jià)理論進(jìn)行了廻顧，通過(guò)比較看到二叉樹(shù)模型在我國(guó)可轉(zhuǎn)債定價(jià)中具有很強(qiáng)的實(shí)用性；
In Chapter 2, we compare the classic theory about option pricing in convertible bond. We clarified the reason of using binomial -tree model.
第二章比較和歸納了可轉(zhuǎn)換債券期權(quán)部分價(jià)格確定的經(jīng)典理論，闡明了本文採(cǎi)用二叉樹(shù)模型的原因。