Pricing the Option Component Written on a CBAS Using a Bivariate Tree Model
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === As the development of Taiwan financial market, the convertible bond asset swap (CBAS) that corresponds to the needs of different market is increasingly welcomed by investors, so pricing for this derivative has become an important issue. In the general pricing m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v84h9f |