Research of Dollar Value of Default Risk in Bond Market
碩士 === 淡江大學 === 財務金融學系 === 88 === This dissertation uses the option valuation framework to identify and investigate the factors affecting the cross-sectional differences in individual corporate bonds'' default risk . The dollar value of default risk (DVDR) is measured by subtracting the ob...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23714474350214910959 |