Valuing Convertible Bond by Hull and White Interest Rate Model
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 88 === This thesis used lattice approach to develop a model to value convertible bonds. The main difference between this thesis and the previous studies focused on allowing for the uncertainty in interest rate. In this thesis, we used Hull and White model as our in...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56279783990493433646 |