Nevertheless, as a result of regulating restrictions and lack of benchmark interest rate, the reasonable basis for bond pricing has not been formed yet.
自1997年中国银行间债券市场成立以后,中国债券市场呈现快速发展,但是在管制仍然较为严格、基准利率缺失的背景下,债券定价缺乏合理的依据,活跃的市场主体基本依靠市场经验“拍脑袋”进行定价,特别是目前中国处于低利率时期,债券市场潜伏着极大的系统性风险。
bond valuation between interest dates
两付息期日中间的债券估价
Practical Analysis of B-S Model in the Evaluation of Changeable Bond
B-S模型在可转换债券估价中的应用分析
The Estimate Law of Taylor Progression to Estimate Bond Price Change
Taylor级数估算法估计债券价格的变化
Research on the Determinants of Convertible Bonds Underpricing;
可转换债券价值低估的影响因素研究
Engineering Seismic Risk Assessment Based Pricing Model for Catastrophe Bond;
基于工程地震风险评估的巨灾债券定价模型
The Pricing Model of Convertible Bond and the Influential Factors Analyses;
可转换债券价值评估模型及影响因素分析
The Estimation Based on the Maximum Likelihood Estimation and the Pricing of Zero-Coupon Bond;
基于极大似然法的利率模型估计与零息债券定价
unamortized bond discount
未摊还公司债券折价
These Bonds were sold at a premium.
这些债券以低价卖出。
cheapest-to-deliver bond
供交收的最廉价债券
discount Bond
按面值折价发行的债券
bond discount and expenses
债券折价及发行费用
a. Bond Prices and Yields
a. 债券价格与殖利率
When bonds are issued, the amount of any discount is debited to an account entitled Discount on Bonds Payable.
在债券发行时,折价金额借记应付债券折价账户。
Bonds sell at a premium when the contract interest rate on the bond exceeds the market rate for similar bonds.
当债券的合同利率高于相似债券的市场利率时,债券溢价发行。
A Review: Research of Pricing Models for CDO;
债务抵押债券(CDO)定价模型研究综述
government paper
政府发行的有价证券,政府债券
On the pricing model of convertible bonds in Chinese security market;
我国证券市场可转换债券定价法探讨