국내 회사채의 신용평가에 있어 자산가치 변동성의 추정에 관한 실증 연구 : Merton 모형을 적용하여An empirical study on asset volatilities in pricing corporate bonds in Korean market : applying the Merton model
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181435/325007 / 020013775
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iv, 29 p. ]
- Keywords
신용평가; 자산가치변동성; 국내회사채; corporate bonds; pricing; asset volatilities
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.