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ConvertibleBondPricingModeBasedonBlackscholesMod

  

  1. 1.FacultyofArtsandScience,KunmingMetallurgyCollege,Kunming650033,China;
    2.FacultyofFinance,YunnanFinancialUniversity,Kunming650228,China
  • Online:2011-01-31 Published:2011-01-31

Abstract: Convertiblebondisanimportantforminfinancialramification.Itiswidelyusedinpractice. Withanalysisofthevaluecomponentsofconvertiblebond,thepapermadehypothesisandassesseda priceonconvertiblebondvaluebasedonBlackScholesModel.Itassessedtheconvertiblebondwithtwo groupsofexamples.Theresultshowedthattheestimatedvaluewasclosetotheissuepriceofconvertible bond.Thispricingmethodcanprovidereferenceforthemeasurementoftheissueprice.

Key words: BlackScholesModel, convertiblebond, optionvalue

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