The Empirical Study on the Static and Semi-Dynamic Arbitrage Stategies of Convertible Bonds with Distinct Credit Ratings
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 100 === Using the TCRI (Taiwan the Corporate Credit Rating Index) of the Taiwan Economic Journal database as the proxy of credit rating, this paper empirically studies the arbitrage opportunities of 227 convertible bonds (CBs) listed in Taiwan GreTai securities ma...
| 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/84169941892228198298 |