The Valuations of CBAS and Options on CB
碩士 === 東吳大學 === 商用數學系 === 92 === To satisfy investors’ needs and increase the liquidities of convertible bond (CB) markets,Taiwan allows CB brokers to strip a CB into a credit component (CB Asset Swap, CBAS) and an equity component (call on CB) and sell them individually to investors. It...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47382473108947032888 |