Valuation of convertible bonds with default risk디폴트 위험이 있는 전환사채의 가격결정
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Kwak, Do-Young | - |
| dc.contributor.advisor | 곽도영 | - |
| dc.contributor.author | Kim, Kuk-Tae | - |
| dc.contributor.author | 김국태 | - |
| dc.date.accessioned | 2011-12-14T04:55:26Z | - |
| dc.date.available | 2011-12-14T04:55:26Z | - |
| dc.date.issued | 2006 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=255243&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/42129 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 수학전공, 2006.2, [ v, 22 p. ] | - |
| dc.description.abstract | In this thesis, the method which values convertible bonds is introduced. We focus the probability of default that may be occurred in a few years later. So we have to think that if the conversion is not happened, then we use the risky interest rate to roll back the convertible bond. And If the bonds are converted into the stocks, then the risk-free interest rate is applied. Thus, we take into account the stochastic properties of the two processes. | eng |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Convertible bond | - |
| dc.subject | 전환사채 | - |
| dc.title | Valuation of convertible bonds with default risk | - |
| dc.title.alternative | 디폴트 위험이 있는 전환사채의 가격결정 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 255243/325007 | - |
| dc.description.department | 한국과학기술원 : 수학전공, | - |
| dc.identifier.uid | 020043050 | - |
| dc.contributor.localauthor | Kwak, Do-Young | - |
| dc.contributor.localauthor | 곽도영 | - |
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