Research on the Pricing of Convertible bonds in China Migration risk based on credit rating

• 作 者: Zhang Heng Yuyang Zhao Qiguang
• 机 构: ShandongUniversityofFinanceandEconomics
• 出 处: 商业经济研究(百图)
• 发表日期: 2020年6期
• 关键词: Convertible bond pricing TF(98) Risk of credit rating transfer

At present,further research and exploration on credit risks are being carried out in the global field,and increasingly profound modem credit risks are exposed to the bond market.This requires that we cannot ignore the impact of credit rating migration ris