The Pricing Factors of Convertible Bond Asset Swap Options
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 102 === This paper investigates the association of securities companies pricing process to convertible bond asset swap option and theoretical price in order to investigate the factors of which pricing process in practical and the impacts of the transaction price. The...
Main Authors: | Chi-Chun Hou, 侯季淳 |
---|---|
Other Authors: | 邱建良 |
Format: | Others |
Language: | zh-TW |
Published: |
2014
|
Online Access: | http://ndltd.ncl.edu.tw/handle/88062602258714788903 |
Similar Items
-
The Valuations of Convertible Bond Assets Swaps
by: Chi-Hua Lee, et al.
Published: (2009) -
Valuation of Convertible Bond Asset Swap
by: Yi-Feng Chen, et al.
Published: (2018) -
The Case Study of Convertible Bond Asset Swap
by: Tseng, Yi-Chun, et al.
Published: (2013) -
A Study on the Dynamic Hedging Strategy of Convertible Bond Asset Swap Option
by: Chien-Tao Lee, et al.
Published: (2005) -
A Study on Convertible Bond Assets Swaps
by: TSAN, YUAN-SHEN, et al.
Published: (2015)