The valuation of Convertible Bonds with Embedded Options under Stochastic Interest Rate and Credit Risk.
碩士 === 東吳大學 === 商用數學系 === 91 === Convertible bonds are the hybrid securities with the properties of the bond and stock. In Taiwan, for the sake of satisfy the demand of investors, most convertible bonds have call option, put option, and reset option. Because these options are kinds of early exercise...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83550861879918806007 |