Pricing Convertible Bond with Multi-period Geske Credit Risk Model

碩士 === 國立中興大學 === 財務金融系所 === 100 === Comparing with corporate bonds or stocks, convertible bond, the financial product linked by corporate bonds and stock options is more flexible. Convertible bond has become the main financing tool of domestic corporate in recent years. Although there are many pric...

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Bibliographic Details
Main Authors: Lan-I Ku, 辜蘭懿
Other Authors: Shih-Kuo Yeh
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/49213766154374260493