회사채 평가에 영향을 미치는 요인 분석 = An analysis of factors affecting the valuation of corporate bonds

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Advisors
김인준researcher김동석researcherKim, In-JoonresearcherKim, Tong-Sukresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2002
Identifier
173838/325007 / 020003723
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 53 p. ]

Keywords

Jarrow and turnbull 모형; 부도율; 회수율; Jarrow and Turnbull model; bond characteristics; bond ratings; pricing error for each rating; default probability and recovery rate; 신용등급별 모형가격과 가격 오차; 가격결정에 영향을 미치는 회사채 성격

URI
http://hdl.handle.net/10203/52120
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173838&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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