Distance-to-Default and Credit Spread of Corporate Bonds
碩士 === 國立臺灣大學 === 財務金融學研究所 === 94 === Since the classic study of credit risk valuation was pioneered by Merton (1974), assessing the reasonable credit spread of corporate bonds has become one important issue related to the bond market research. In practice, the credit rating has been the key factor...
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02351061626164093491 |