Evaluation model of Structure Notes-applicationof BGM(1997)
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === In this study，we provide the credit links notes (CLN) and oil structure debt. We use Brace, Gatarek, and Musiela (1997)’s setting to construct the term structure of interest rates. By considering interest rate process, we can construct the convertible bond pric...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/82782424302952464390 |