同济大学学报（自然科学版）2009，Vol.37Issue(7)：989-992,4.DOI:10.3969/j.issn.0253-374x.2009.07.028
用约化方法对有第三方担保的企业债券定价
Pricing of Firm Bond with Third Party Surety by Reduced Form Approach
摘要
Abstract
Th paper presents the pricing formula of firm bond with third party surety and the value of the third party surety by partial differential equation approach,and then a discussion on the impact on the bond price and the value of the third party surety of several factors such as the default probability of the third party.关键词
企业债券/第三方担保/信用风险/约化方法Key words
firm bond/third party surety/credit risk/reduced form approach分类
管理科学引用本文复制引用
任学敏,万凝..用约化方法对有第三方担保的企业债券定价[J].同济大学学报（自然科学版）,2009,37(7):989-992,4.基金项目
国家"九七三"重点基础研究发展规划资助项目(2007CB814903) （2007CB814903）
国家自然科学基金资助项目(10471106,10671103) （10471106,10671103）
