The Analysis of Credit Risk and Corporate Bond Pricing
碩士 === 國立雲林科技大學 === 財務金融系 === 102 === This study provides evidence to price the corporate bonds in Taiwan. Applying to the default-free pricing model, the Extended Merton model, and the LT model, we investigate the effects of the credit risk on the bond price. Next, we use the in-sample prices to es...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49728714423917971821 |