A Study on the Accuracy of Risky Bond Yield Index
碩士 === 國立臺灣大學 === 國際企業學研究所 === 96 === This article provides a Markov process for the reduced form model to test the accuracy of the risky bond yield index gotten from TEJ (Taiwan Economic Journal) data base. The model is based on Jarrow and Turnbull (1995), with the bankruptcy process following...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86316331114946398787 |