1. You are Here：

Full metadata record
DC FieldValueLanguage
dc.contributor.author張嘉文en_US
dc.contributor.authorChia-Wen Changen_US
dc.contributor.author許元春en_US
dc.contributor.authorYuan-Chung Sheuen_US
dc.date.accessioned2014-12-12T02:45:19Z-
dc.date.available2014-12-12T02:45:19Z-
dc.date.issued2005en_US
dc.identifier.urihttp://140.113.39.130/cdrfb3/record/nctu/#GT009222512en_US
dc.identifier.urihttp://hdl.handle.net/11536/76323-
dc.description.abstract本論文將以推廣的Vasicek 模型假設利率以及可違約債違約的彈性， 再用ITO’s Formula 來對可違約債作定價，求出推廣的Vasicek 的各項參數，藉此來對各筆可違約債的評價，給一些數量化的解釋，以期往後能夠找出更合適的數據，給出一個公司合理的信用評等。zh_TW
dc.language.isozh_TWen_US
dc.subject可違約債zh_TW
dc.subject定價zh_TW
dc.subjectdefaultable bonden_US
dc.subjectvasicek modelen_US
dc.subjectextended vasicek modelen_US
dc.subjectpricing defaultable bonden_US
dc.title在推廣的Vasicek模型下的可違約債定價zh_TW
dc.titlePrice Default Bonds Under The Generalized Vasicek Modelen_US
dc.typeThesisen_US
dc.contributor.department應用數學系所zh_TW
Appears in Collections:Thesis


Files in This Item:

  1. 251202.pdf

If it is a zip file, please download the file and unzip it, then open index.html in a browser to view the full text content.

Related Contents
Loading...