A Modified Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk
碩士 === 國立臺灣大學 === 財務金融學研究所 === 97 === Convertible bonds are some of the most popular financial products. They allow investors to exchange the company’s bonds for the company’s stocks within certain periods of time in the future. Some convertible bonds embed other options such as call option and put...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37081901399989300913 |