Call Option on CB -Structure and Pricing
碩士 === 國立中央大學 === 財務金融研究所 === 90 === This paper investigates call option pricing of the stripping of convertible bonds into equity component and debt component. We introduce the asset swap business structure and corresponding transaction contracts. In addition, we use a Least-Square Monte Carlo simu...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/10871832361651074607 |