Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk
碩士 === 國立暨南國際大學 === 財務金融學系 === 99 === This article investigates the model to price convertible bond which considered equity, interest rate and default risk. Hung and Wang (2002) consider that the interest rate, stock price and probability of default have changes of rise and fall. They adopt Jarrow a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74666357096105588011 |