Pricing Convertible Bonds with Credit Risk and Liquidity Risk
碩士 === 國立政治大學 === 金融研究所 === 102 === There are some risks with convertible bonds, and we find that there are liquidity risks with convertible bonds in the Taiwan market. We consider the credit risk and liquidity risk in the model to price the convertible bonds. We construct the dynamic default intens...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/23288121240825877550 |