The optimal dynamic arbitrage strategy of Euro-convertible bonds

碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === There are more and more financial products for investoafter financial markets improved and regulatory released. Euro-convertible bond (ECB), a hybrid security, has significant benefits for investors. Investors can choose to hold the bond securities in the depre...

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Bibliographic Details
Main Authors: Meng-chun Ho, 何孟純
Other Authors: Chou-wen Wang
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/49776433125800410138