The empirical study on pricing convertible bonds by GARCH tree model
碩士 === 國立嘉義大學 === 企業管理學系 === 100 === Convertible bonds are a complex financial instrument. Their value depends on a series of market variables, such as underlying stock price, volatility, riskless rate, and issuer’s credit risk. Because convertible bonds imply American option nature, their value is...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/48163549922703281200 |