The valuation of risky convertible bonds with reset clause

碩士 === 元智大學 === 財務金融學程 === 99 === Convertible bond is difficult to value since it is a hybrid financing instrument. The concept commonly accepted is that the convertible bond can be divided into pure bond and call option. However, it makes the pricing of convertible bonds become complicated for mo...

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Bibliographic Details
Main Authors: Wei-Wei Shiao, 蕭葳葳
Other Authors: I-Ming Jiang
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/64987393954777063972