On the Valuation of Convertible Bonds with respect to Skewness, Kurtosis and Credit Risk
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === Convertible bond is an important financial instrument used as the funding or investment tool in practice. Over the past few decades, there are numerous valuation models proposed, however, the one with direct consideration about skewness and kurtosis of underlyin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81244043414291329104 |