Convertible bond arbitrage in Taiwan
碩士 === 國立臺灣大學 === 財務金融學系 === 86 === This article provides a pricing model that treats a convertible bond as a combination of a straight bond and a warrant. Binomial tree method is incorporated in pricing model because it can capture most of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55174422362156811648 |