Title :
Mechanism of Credit Guarantee Pricing in Finance Trade
Author :
Huang, Yaxiong ; He, Zhengchu ; Xiao, Ailian
Author_Institution :
Hunan Univ. of Technol., Zhuzhou, China
Abstract :
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.
Keywords :
commerce; finance; pricing; risk management; Black-Scholes theory; credit guarantee pricing; finance trade; financial option; risk pricing; Computer applications; Contracts; Costs; Finance; Helium; Insurance; Marketing and sales; Portfolios; Pricing; Security; credit guarantee; guarantee pricing model; mechanism; risk pricing;
Conference_Titel :
Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on
Conference_Location :
Sanya, Hainan
Print_ISBN :
978-0-7695-3605-7
DOI :
10.1109/CSO.2009.199
