Corporate Bond Pricing, Credit Risk and the Determination of Endogenous Bankruptcy Barrier
碩士 === 國立政治大學 === 國際貿易研究所 === 91 === With the development of the bonds market, the valuation of credit risk becomes the most popular topic in the bond pricing, but most literature in this field falls short in one assumption:the formation of bankruptcy barrier. In their studies, bankruptcy thresho...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2003
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Online Access: | http://ndltd.ncl.edu.tw/handle/32204323987609844263 |
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