contingent claims analysis

基本解释

As generalizing the theory of option pricing, contingent claims analysis can handel debt valuation, and sometime give closed form expressions.
未定权益分析作为期权定价理论的推广，广泛运用于债务估值，并能给出解析表达式。
Under the consideration of the flexibility of discount rate in the corporate liabilities pricing, a method on the view of contingent claims analysis is discussed.
针对公司负债定价时很难确定一个合适的风险调整利率问题，从或有要求权分析的角度解决公司负债定价的折现率选择。
In this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.
本文运用相机权益分析方法，得到公司债估值公式，并探讨了纯混合兼并对企业债务价值的影响。