Pricing convertible bonds with Lévy process- taking Foxconn 1 as example
碩士 === 國立暨南國際大學 === 財務金融學系 === 97 === This paper investigates the valuation of the convertible bonds whose value depends on the stock price and the clauses set by the issuing companies. First, assuming that underlying stock price process is driven by the Lévy process and we use the Normal Inverse Ga...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66515004914839682076 |