Does It Exist Arbitrage Opportunities over CB Issuing Period?
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === Unlike the traditional dynamic or static arbitrage methods on convertible bond (CB), we suggest a new method that locks the arbitrage profit between higher market price from short selling before issuing and lower conversion price which could be manipulated. Analy...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/c2h826 |