Empirical Analysis of Dynamic Arbitrage on Electronic Convertible Bonds in Taiwan

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 100 ===   Using 150 electronic convertible bonds (CBs) trading on GreTai Securities Market in 2010 as our data, this paper empirically tests the performance of CB dynamic strategies according to the Black & Scholes option pricing formulas. From the empirical res...

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Bibliographic Details
Main Authors: Wei-chiun Yang, 楊偉群
Other Authors: Chin-wen Wu
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/14032371812098822877