Dynamic Delta Hedging for Convertible Bond Arbitrage
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 93 === The static hedging of convertible bonds (CB) has become a favorable market neutral strategy of more sophisticated Taiwanese investors in the past few years. However, the profitability of such a strategy has been eroded due to the recent regulatory change on the...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/69228863950141871872 |