Valuation of Convertible Bond Asset Swap
碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === A convertible bond is a cocktail of different risk components, which are a source of potential risk and return. The market risk of convertible can be roughly spilt into two main parts: an equity component and a credit one. The credit part can be associated with...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63b9p9 |