Pricing Convertible Bonds with Default Risk: A KMV Approach
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === This thesis combined the KMV model with the Binomial-tree model for pricing con-vertible bonds (CBs). The KMV model is a sort of structural models for credit risk to generate the Expected Default Frequency (or EDF). Some numerical examples are given to illustra...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6mx88p |