An Empirical Study on the Strategies and Influential Factors for Dynamic Arbitrage of Convertible Bonds in Taiwan

碩士 === 淡江大學 === 管理科學研究所企業經營碩士在職專班 === 99 === Convertible bond static arbitrage has been prevailing for years. However, such arbitrage opportunities have been decreasing because it''s easily replicable due to its lack of technical barrier. Moreover, the market has become more eff...

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Bibliographic Details
Main Authors: Chuan-Hao Chang, 張銓浩
Other Authors: Yen-Sen Ni Ph.D.
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/89869522886296624214