Pricing Convertible Bonds with Game Theory under Stochastic Interest Rate
碩士 === 國立交通大學 === 財務金融研究所 === 101 === This thesis builds a three-dimensional tree that simulates the evolution of the issuing firm value and the stochastic short rate based on the Hull-White short rate tree model to price convertible bonds (CBs). My pricing model considers the influence of the divid...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20810797020263661963 |