NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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多因子蒙地卡羅與樹狀圖模型評價可轉換公司債 / Multi-factor Monte Carlo and dendrogram model to evaluate convertible bonds

柯秉誠 Unknown Date (has links)
本文建構兩種評價模型：蒙地卡羅模型及樹狀圖模型描述在隨機利率及信用風險下評估可轉換公司債的價值並比較市場狀況以及各種因子的敏感性
二因子模型
六元樹狀圖
實證分析

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