A Structural Default Model with Stochastic Volatility Stock Prices for Convertible Bond Pricing
碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === To evaluate the convertible option embedded in CBs, the complex relationships among the stock price, default risk, and capital structure cannot be well-modeled based on unobservable firm values. In Wang, Dai and Wang (2018), the firm value and its volatility ar...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/kduky5 |