1個(gè)回答
Nicholas助教
2021-08-05 21:07
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同學(xué),晚上好。
這里計(jì)算含權(quán)債券價(jià)值,那么對(duì)投資者有利的價(jià)值要加在總價(jià)值上,對(duì)投資者不利的價(jià)值要從總價(jià)值中減去,因此公式如下:
RI Convertible bond value=Straight bond value-Value of embedded issuer call option + Value of embedded investor put option + Value of embedded call option on issuer's stock=1108
