Pricing Convertible Bond by Least Square Monte Carlo Simulation
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === Convertible bond is a very complex financial instrument. It needs not only to consider stock volatility, risk free rate, issuer’s credit risk but also implies American option’s nature. Least square monte carlo simulation approach is used to pricing complicated a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01774167639097503829 |