The Estimation for Hazard Rates by Prices of Convertible Bonds
碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 100 === We use Cox, Ross and Rubinstein (1979) and Hull and White (1990) to describe the stochastic process of stock price and interest rate. Meanwhile, each node consists of two possibilities, default or not default. We can construct convertible bond pricing model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03093916102982602946 |