A Study of Risky Bond Price Volatility Using Markov Chain Model
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 93 === The major purpose of this study is to discuss the realistic relationship between the sensibility of bond price and credit rating, and to explain the reason of risky bond with high price volatility contains low criterion. We apply the matrix of 1988 to credit r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5nbxdg |