Analyze Convertible Bonds with Sequential Conversion and Call Policies

碩士 === 國立交通大學 === 財務金融研究所 === 100 === This thesis prices convertible bonds (CB) with a “game-theory-based” tree model. Not only the tax benefits and the bankruptcy costs are taken into account to analyze the issuer’s capital structure, but the different types of holding scenarios and call strategies...

Full description

Bibliographic Details
Main Authors: Lin, Heng-Li, 林亨利
Other Authors: Dai, Tian-Shyr
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/99056711617823888895