An Empirical Study of Chambers and Lu’s Convertible Bond Pricing Model
碩士 === 國立臺灣大學 === 財務金融學研究所 === 97 === Convertible bonds are bonds issued by a company where the holders have the option to exchange the bonds for the company’s stock by certain conversion ratio. It is like a bond plus an option. However, we cannot simply value convertible bonds by vanilla option for...
| 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/18246602375725383761 |