Valuation of Convertible Bonds with GARCH Effects
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === A convertible bond (CB) is a hybrid security, part debt and part equity. It is a corporate debt security that can be converted into the issuer’s common stock. Due to the low trading volume and low liquidity, daily market price usually may not fully reflect its...
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| Format: | Others |
| Language: | zh-TW |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45923149194205413927 |