An Empirical Analysis of Credit Risk by Investigating Warrants
碩士 === 國立中興大學 === 財務金融系所 === 96 === In 1973, Black and Scholes proposed an option pricing formula for a simple European call option, followed by Merton in 1974, who extended this model’s concept and regarded the company’s equity as a call option on its assets, the debt value of this company as a str...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66288150994142653723 |