Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC

Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC

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碩士 === 國立政治大學 === 金融研究所 === 100

Bibliographic Details
Main Author: 丁柏嵩
Other Authors: 廖四郎
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/55700120448135877713
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spelling ndltd-TW-100NCCU52140242015-10-13T21:12:25Z http://ndltd.ncl.edu.tw/handle/55700120448135877713 Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC 可轉債評價 --- LSMC考慮股價跳躍及信用風險 丁柏嵩 碩士 國立政治大學 金融研究所 100 廖四郎 2012 學位論文 ; thesis 34 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 金融研究所 === 100
author2 廖四郎
author_facet 廖四郎
丁柏嵩
author 丁柏嵩
spellingShingle 丁柏嵩
Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
author_sort 丁柏嵩
title Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
title_short Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
title_full Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
title_fullStr Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
title_full_unstemmed Convertible Bond Pricing --- Consider Jump-diffusion model and credit risk with LSMC
title_sort convertible bond pricing --- consider jump-diffusion model and credit risk with lsmc
publishDate 2012
url http://ndltd.ncl.edu.tw/handle/55700120448135877713
work_keys_str_mv AT dīngbǎisōng convertiblebondpricingconsiderjumpdiffusionmodelandcreditriskwithlsmc
AT dīngbǎisōng kězhuǎnzhàipíngjiàlsmckǎolǜgǔjiàtiàoyuèjíxìnyòngfēngxiǎn
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