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2009 International Joint Conference on Computational Sciences and Optimization
Mechanism of Credit Guarantee Pricing in Finance Trade
Sanya, Hainan, China
April 24-April 26
ISBN: 978-0-7695-3605-7
| ASCII Text | x | ||
| Yaxiong Huang, Zhengchu He, Ailian Xiao, "Mechanism of Credit Guarantee Pricing in Finance Trade," 2012 Fifth International Joint Conference on Computational Sciences and Optimization, vol. 2, pp. 540-544, 2009 International Joint Conference on Computational Sciences and Optimization, 2009. | |||
| BibTex | x | ||
| @article{ 10.1109/CSO.2009.199, author = {Yaxiong Huang and Zhengchu He and Ailian Xiao}, title = {Mechanism of Credit Guarantee Pricing in Finance Trade}, journal ={2012 Fifth International Joint Conference on Computational Sciences and Optimization}, volume = {2}, year = {2009}, isbn = {978-0-7695-3605-7}, pages = {540-544}, doi = {http://doi.ieeecomputersociety.org/10.1109/CSO.2009.199}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - CONF JO - 2012 Fifth International Joint Conference on Computational Sciences and Optimization TI - Mechanism of Credit Guarantee Pricing in Finance Trade SN - 978-0-7695-3605-7 SP540 EP544 A1 - Yaxiong Huang, A1 - Zhengchu He, A1 - Ailian Xiao, PY - 2009 KW - credit guarantee KW - risk pricing KW - guarantee pricing model KW - mechanism VL - 2 JA - 2012 Fifth International Joint Conference on Computational Sciences and Optimization ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/CSO.2009.199
This paper, based on the perspective of financial option, introduces the risk pricing into the Credit Guarantee field and creates the guarantee pricing model. Concerning the most contribution, it derives the Black-Scholes theory from the finance perspective,and also gives the application method to compute the guarantee price. It develops and deepens the theory of Credit Guarantee pricing, which possesses extremely important significance theoretically and practically to the scientific practice of credit guarantee.
Index Terms:
credit guarantee, risk pricing, guarantee pricing model, mechanism
Citation:
Yaxiong Huang, Zhengchu He, Ailian Xiao, "Mechanism of Credit Guarantee Pricing in Finance Trade," cso, vol. 2, pp.540-544, 2009 International Joint Conference on Computational Sciences and Optimization, 2009
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