Pricing Convertible Bond with Stochastic Interest Rate
碩士 === 國立中興大學 === 財務金融系所 === 99 === Convertible bonds have become the main financing tool of domestic corporate in recent years, so the pricing method improvements become more important. Although there are many convertible pricing methods in the literature, most of them to take advantage of Nelson a...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/429q8k |