Valuing Convertible Bonds Based on LSRQM Method

Convertible bonds are one of the essential financial products for corporate finance, while the pricing theory is the key problem to the theoretical research of convertible bonds. This paper demonstrates how to price convertible bonds with call and put provisions using Least-Squares Randomized Quasi...

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Bibliographic Details
Main Authors: Jian Liu, Lizhao Yan, Chaoqun Ma
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2014/301282
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