An Empirical Analysis of Structural Models for Corporate Bond Pricing
碩士 === 國立臺灣大學 === 國際企業學研究所 === 102 === This thesis conducts an empirical analysis for corporate bond prices and their credit spreads with several classical structural models. Following Eom, Helwege, and Huang (2004), I examine the models of Merton (1974), Geske (1977), Longstaff and Schwartz (1995),...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39818124930609548436 |