Valuation of embedded equity option of convertible bonds
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 94 === Abstract Convertible Bonds with equity options, which are regarded as non-trading purpose, need to be decomposed into fixed income and equity option components according to Accounting Principle 34. This study adopts a two-factor binomial tree model to access t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g4vh63 |