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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14032371812098822877 |