基于中国股权结构的多种权证定价模型及比较  

Multiple Warrants Pricing Model Based on Stock Structure in China and Their Comparison

作　　者：傅强[1] 王晓勤[2] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400044 [2]重庆大学数理学院,重庆400044

出　　处：《重庆大学学报（社会科学版）》2007年第3期17-21,共5页Journal of Chongqing University(Social Science Edition)

摘　　要：本文在风险中性条件下,通过考虑中国股权结构的影响,修正了基于同一主体的多种认股权证的定价公式。本文还比较了两定价公式,说明了修正后的定价公式具有相对优势。This paper adjusts a pricing model of two warrants which are issued by the same company considering the stock structure in China in the condition of risk - neutral. This paper also sheds light on the advantages of the pricing model through comparison with the original one.

关 键 词：认股权证 股权结构 BLACK-SCHOLES模型 

分 类 号：F830.91[经济管理—金融学]