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A nonparametric approach to pricing convertible bond via neural network

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

The paper proposes a nonparametric method for estimating the price of convertible bonds using artificial neural networks (ANNs). Market convertible bonds prices quoted on the Shanghai stock exchange are used for performance comparison between the parametric Black-Scholes (BS), binary tree model and the proposed ANN model. The input variables of model are investigated and the results are compared. The results show that the performances of the proposed model produce often better convertible bonds price than other parametric models. The model simulation results slightly lower than actual market prices generally, which are significant and differ from previous literatures.

源语言英语
主期刊名Proceedings - SNPD 2007
主期刊副标题Eighth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing
564-569
页数6
DOI
出版状态已出版 - 2007
活动SNPD 2007: 8th ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing - Qingdao, 中国
期限: 30 7月 20071 8月 2007

出版系列

姓名Proceedings - SNPD 2007: Eighth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing
2

会议

会议SNPD 2007: 8th ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing
国家/地区中国
Qingdao
时期30/07/071/08/07

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