Pricing Euro-Convertible Bonds with Credit Risk

碩士 === 國立政治大學 === 金融學系 === 104 === The number of Euro-convertible bonds issued has highly increased in the early 2010s. However, the related literature is barely found. This paper studies the pricing models of this investment product. Euro-convertible bonds are complex instruments affected by t...

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Bibliographic Details
Main Authors: Wu, Tai En, 吳岱恩
Other Authors: Liao, Szu Lang
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/12546269188806087032