Game-Theoretic Pricing of Convertible Bonds －The Analyses of Partial Conversion Strategies between Oligopoly Bondholders
碩士 === 國立交通大學 === 財務金融研究所 === 102 === This thesis uses game theory to analyze how a few convertible bond investors, say 2 investors, select their own optimal conversion strategies to maximize their profits. To evaluate the values of convertible bonds, the CRR tree is used to model the evolution of f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2v83dy |