{"title":"一个校正期权调整价差的双因素或有可转换债券定价模型","authors":"Matthew Hyatt, Tom P. Davis, Figo Liu","doi":"10.3905/jod.2023.1.188","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":40006,"journal":{"name":"Journal of Derivatives","volume":"248 1","pages":"0"},"PeriodicalIF":0.4000,"publicationDate":"2023-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Two-Factor Contingent Convertible Bond Pricing Model with Calibrated Option-Adjusted Spread\",\"authors\":\"Matthew Hyatt, Tom P. Davis, Figo Liu\",\"doi\":\"10.3905/jod.2023.1.188\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":40006,\"journal\":{\"name\":\"Journal of Derivatives\",\"volume\":\"248 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2023-06-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Derivatives\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3905/jod.2023.1.188\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Derivatives","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jod.2023.1.188","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The Journal of Derivatives (JOD) is the leading analytical journal on derivatives, providing detailed analyses of theoretical models and how they are used in practice. JOD gives you results-oriented analysis and provides full treatment of mathematical and statistical information on derivatives products and techniques. JOD includes articles about: •The latest valuation and hedging models for derivative instruments and securities •New tools and models for financial risk management •How to apply academic derivatives theory and research to real-world problems •Illustration and rigorous analysis of key innovations in derivative securities and derivative markets