The Valuations of Convertible Bond Assets Swaps
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === This thesis is to establish the valuation model of convertible bond assets SWAP. By considering the terms of the convertible bond(such as conversion option, call option, put option and reset option), this paper applies Least Square Monte-Carlo Simulation metho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29496671269918894565 |