Topic    :       (1) Valuation of European Convertible Bonds Subject 

                             to Credit Risk
                        (2) Interest Rate Model

  Speaker :      Professor Szu-Lang Liao
                       (Department of Money and Banking, 

                        National Chengchi University)
　

  Time     :       June 9 (Wednesday) PM  2:00 - 3:10

Abstract:

(1) A tree method will be developed to compute the values of ECB and
     asset swap. Their relation will be analyzed under different 

     conditions.

(2) The relation and the relevancy of interest rate models will be

      discussed.

  Place     :

Room 223,

Science Building I,

National Chiao Tung University,  Hsinchu