Duration and convexity of Taiwan corportate Bonds
碩士 === 國立臺灣大學 === 商學系 === 84 === Bierwag and Kaufman (1977) model will be applied in this thesis to adjust the duration and convexity of corporate bonds with default risk. Vasicek two-factor unconstrained model will be used to acquire the y...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/35723734392980166921 |