Arbitrage Strategies for Convertible Bond Trading Under the New Regulation from the Time-Series and Cross-sectional Data in Taiwan
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 92 === This paper is to analyze the feasibility of the arbitrage of convertible bond (CB) under the old and new regulations (March, 2002). We examine the conversion and spread arbitrages for CB in respective. Such kinds of arbitrages are realized by buying CB and sim...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/05165093694102114978 |