contingent claims analysis
常見例句
- As generalizing the theory of option pricing, contingent claims analysis can handel debt valuation, and sometime give closed form expressions.
未定權(quán)益分析作為期權(quán)定價理論的推廣,廣泛運用于債務(wù)估值,并能給出解析表達(dá)式。 - Under the consideration of the flexibility of discount rate in the corporate liabilities pricing, a method on the view of contingent claims analysis is discussed.
針對公司負(fù)債定價時很難確定一個合適的風(fēng)險調(diào)整利率問題,從或有要求權(quán)分析的角度解決公司負(fù)債定價的折現(xiàn)率選擇。 - In this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.
本文運用相機(jī)權(quán)益分析方法,得到公司債估值公式,并探討了純混合兼并對企業(yè)債務(wù)價值的影響。 返回 contingent claims analysis