The Application of Option-Adjusted Spread(OAS) Model － A Case for Taiwan Convertible Bonds.
碩士 === 東吳大學 === 會計學系 === 87 === This study aims to apply the option-adjusted spread (OAS) concept to the analysis of convertible bonds as a risk management and investment decision tool. We use the model known in technical terminology as a one-factor, arbitrage-free, binomial tree of lognormal model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01577733385319259804 |