Chung-Hua University Repository:Item 987654321/28167
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    CHUR > College of Management > Department of Finance > Seminar Papers >  Item 987654321/28167


    Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/28167


    Title: 海外可轉換公司債評價之研究
    Authors: 李堯賢
    Lee, Yao-Hsien
    Contributors: 財務管理學系
    Finance
    Keywords: 海外可轉換公司債;二項式模型;信用風險模型
    Date: 2005
    Issue Date: 2014-06-26 23:51:16 (UTC+8)
    Abstract: 本研究應用Hung 與 Wang (2002)所提出之考慮信用風險下可轉換公司債評價的新方法，建構一個可以描述股價、匯率、無風險利率及風險性利率隨機過程的評價樹，以評價海外可轉換公司債，另外利用Jarrow and Turnbull (1995)所提出的加入違約風險的違約強度模型(Intensity Model)，以及傳統評價可轉換公司債的模型(Tsiveriotis and Fernandes 1998)來評價海外可轉換公司債，並比較其中的差異性。
    Appears in Collections:[Department of Finance] Seminar Papers

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