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Study on the Traditional Pricing Model of Convertible Bonds

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The 19th International Conference on Industrial Engineering and Engineering Management
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Abstract

The convertible bond is a financial derivative with good investment and financing functions and has had a stable and rapid development in China. However, the efficiency of pricing models of convertible bonds is not high, which is not congruous with and conducive to the stable and rapid development. By discussing and deducing traditional pricing models, comparing and analyzing of their advantages and disadvantages, pave the way for the development of pricing models and China convertible bonds.

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Acknowledgment

This work is supported by the study fund of the Philosophy and Social Science Project in Beijing, NO: sz201210037024.

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Correspondence to You-zhi Zeng .

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Zeng, Yz. (2013). Study on the Traditional Pricing Model of Convertible Bonds. In: Qi, E., Shen, J., Dou, R. (eds) The 19th International Conference on Industrial Engineering and Engineering Management. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-38442-4_22

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