Pricing convertible bonds with credit risk under CEV process
碩士 === 國立政治大學 === 金融研究所 === 98 === In order to construct a model to price convertible bonds, a hybrid security with complicated provisions, this study concentrates on the way of depicting the equity and the default process. The Constant Elasticity of Variance model (CEV model) which modifies the ass...
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30379800388639515458 |