Default correlation affects bond price – the example of Taiwan bond Default correlation affects bond price – the example of Taiwan bond markets
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 95 === How huge dose the accuracy of correlation model affect bond prices? How do we measure it effectively? In this paper , we use the three-common-factor model to practice the bond market of Taiwan area. Within the three-common-factor model, we simply the complex...
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| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/u68ncf |