| 认股权证定价模型与泡沫度分析 |
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| 引用本文： | 陈新宏. 认股权证定价模型与泡沫度分析[J]. 统计与信息论坛, 2007, 22(2): 40-43 |
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| 作者姓名： | 陈新宏 |
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| 作者单位： | 广东商学院,数学与计算科学系,广东,广州,510320 |
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| 摘 要： | 在分析认股权证特性及其影响因素的基础上，同时考虑现金分红和股权稀释效应，运用类似期权定价理论，推导出认股权证的定价模型，并结合实际例子，进行了泡沫度分析。
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| 关 键 词： | 认股权证 定价模型 泡沫度 |
| 文章编号： | 1007-3116(2007)02-0040-04 |
| 修稿时间： | 2006-09-11 |
Pricing Warrant and Bubbles Analysis |
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| CHEN Xin-hong. Pricing Warrant and Bubbles Analysis[J]. Statistics & Information Tribune, 2007, 22(2): 40-43 |
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| Authors: | CHEN Xin-hong |
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| Affiliation: | CHEN Xin-hong (Dept. of Mathematics ＆ Computer Science, Guangdong University of Business Studies, Guangzhou 510320, China) |
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| Abstract: | We discuss the warrant character and influencing factors.Based on the European Option Pricing Theory,the paper presents the warrant pricing model,which includes diluted effect and dividends.We analyze its bubbles by a special example. |
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| Keywords: | warrant pricing model bubbles |
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