Risk-Neutral-Valuation-Based, Analysis of Early/Delay Call Phenomenon of Convertible Bonds And the Comparisons with Empirical Studies
碩士 === 國立交通大學 === 財務金融研究所 === 102 === A convertible bond is a popular type of corporate bond that has hybrid attributes of both bonds and equities. The interactions between the conversion strategies owned by bond investors and call strategies owned by issuers can be modeled by game theory analyses....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90362360069884900833 |