Pricing Foreign Convertible Bonds and Their Asset Swaps With Stochastic Interest Rate, Equity, FX, and Credit Risks
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === This paper is the first article to price foreign-currency (or inflation-indexed) convertible bonds and their asset swaps subject to interest rate, equity, exchange rate, and credit risk. We also provide the suitable swap rate for asset swap and prove that the v...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08566869415838847649 |