Essays on Contingent Claims Pricing Subject to Credit Risk
This dissertation includes three essays, which investigate contingent claims pricing subject to credit risk based on the structural approach and analyze associated issues of corporate finance. The first essay develops and examines a partial equilibrium model to investigate the effects of macroeco...
| Main Authors: | , |
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| Language: | 英文 |
| Published: |
國立政治大學
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| Subjects: | |
| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0903525022%22. |
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