Convertible Bonds Arbitrage System Design and Empirical Tests
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 104 === The operation of convertible bonds arbitrage uses one-price-rule between stocks and their convertible bonds to consruct buy-low and sell-high portfolios to reap low-risk profit. In the past, the research of convertible bond arbitrage focused on the backt...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40806519695568053979 |