Estimating Credit Risk Spreads From Bond Prices
碩士 === 國立清華大學 === 計量財務金融系 === 105 === While the bond issue markets are growing all over the world, the bond credit risk becomes more and more important. Studying bond credit risk can help not only the prediction the default probability, but also the management and pricing of credit risk. This paper...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/qr462u |