Adjusting Binomial Model-High Risk Bond of Taiwan Market
碩士 === 銘傳大學 === 金融研究所 === 88 === The return of invest bond is uncertainty. Not only the volatility of the interest rate but also the default risk of the bond. These factors also let the pricing of the bond become difficult. This study uses the adjusting binomial model to price the high risk bond of...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/01603569808308547768 |