Pricing risky bonds under discrete time models
碩士 === 國立中山大學 === 應用數學系研究所 === 93 === Credit risk of derivative securities includes the risk of underlying company and the risk of seller''s nonfulfilment of contracts. Take bonds for example, we regard Treasury bills as default-free bonds, and corporate bonds as risky bonds. When the liab...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94413917574099262413 |