| 封闭式基金折价交易的期权解释 |
| |
| 引用本文： | 江向东,张列平. 封闭式基金折价交易的期权解释[J]. 预测, 2001, 20(3): 38-39,71 |
| |
| 作者姓名： | 江向东 张列平 |
| |
| 作者单位： | 上海交通大学,管理学院,上海,200052 |
| |
| 摘 要： | 封闭式基金折价交易是证券市场的一般现象，投资人普遍认为折价交易是“不正常”的，期待“价值回归”。本文用期权理论对封闭式基金进行定价，从而得到了新基金折价交易的科学解释。
|
| 关 键 词： | 封闭式基金 折价交易 债券 期权 |
| 文章编号： | 1003-5192(2001)03-0038-02 |
Option Explanation about Why Close Fund Discount Bargain |
| |
| JIANG Xiang dong,ZHANG Lie ping. Option Explanation about Why Close Fund Discount Bargain[J]. Forecasting, 2001, 20(3): 38-39,71 |
| |
| Authors: | JIANG Xiang dong ZHANG Lie ping |
| |
| Abstract: | In the world, close fund discount bargain and academic circle has never found the foundaion. This dissertation studies pricing method about close fund in use of option theory and get the conclusion that the value of fund is positive correlation with its nowday net value and progressive value. Moreover, getting scientific explanation about why close fund discount bargain in the help of option theory. |
| |
| Keywords: | close fund discount bargain option bond |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
