附息债券

其中，该产品的附息债券部分运用普通蒙特卡罗模拟方法进行定价，而可提前赎回和可提前回售部分的价值拟运用改进的最小二乘蒙特卡罗模拟方法进行定价。

Its coupon bonds is priced by general Monte Carlo simulation , and the valuation produced with its redeemable and callable features are determined by least square Monte Carlo simulation .

运用套期保值和套利定价的方法，推导了贴息债券和附息债券的定价方程；

The zero coupon bond and coupon bond pricing equation are then derived ;

在那些没有能力发行附息债券、因此必须通过印钞为赤字融资的发展中国家，这种情况会不可避免地出现。

This inevitably happens in developing countries that do not have the ability to issue interest-bearing debt and must therefore finance their deficits by printing money .

采用赫尔-怀特（Hull-White）短期利率模型，利用偏微分方程基本解方法，分别就标准型和资产交付日滞后于期权到期日类型的欧式附息票债券期权给出定价公式。

The pricing of coupon-bearing bond option with delay in delivery is discussed , where the fundamental solution of partial differential equation is adopted and an explicit pricing formula of European option based on Hull-White model of short interest rate is exhibited .

可延期交付的附息票债券期权定价

Explicit Formula of Coupon-Bear in g Bond Option with Delay in Delivery