A Numerical Method for Valuing Two-Factor Convertible Bonds
碩士 === 國立臺灣大學 === 數學研究所 === 88 === A two-factor convertible bond is usually modelled by a parabolic partial differential equation where V(r,S,t) be the price for a convertible bond, r is interest rate, S is asset price, the variable σ is the volatility of the stock price...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49898607497912562931 |