Abstract
This paper first reviews the development of convertible bonds in the world, and studies relevant research domestically and internationally. Then, after the analysis of the characteristics, value composition, and detailed terms of convertible bonds, this paper has a specific analysis and quantitative research on bonds, options and value portfolio included in convertible bonds. In addition, this paper also amends the corresponding model and increases the quantitative analysis of many term values such as the dividend factors, put provisions, and call provisions included in convertible bonds.
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© 2013 Springer-Verlag Berlin Heidelberg
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Kan, Dy., Liu, C., Qian, L., Huang, Ly., Wang, Hy. (2013). Evaluation Research on the Portfolio Pricing Model of Convertible Bonds. In: Qi, E., Shen, J., Dou, R. (eds) Proceedings of 20th International Conference on Industrial Engineering and Engineering Management. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40072-8_12
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DOI: https://doi.org/10.1007/978-3-642-40072-8_12
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