Pricing Convertible Bonds with Credit Risk
碩士 === 國立中央大學 === 財務管理研究所 === 89 === Abstract Credit risk plays a very important role in the valuation of convertible bonds. In this study we use the model that was developed by Longsta_ and Schwartz (1995) to esti- mate the credit risk of convertible bonds. Moreover...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02806871433218332022 |