Pricing corporate bonds with interest rates following double square-root process
Chi-Fai Lo and Cho-Hoi Hui
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Lo, Chi-Fai ; Hui, Cho H. |
| Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
| Subject: | Corporate bond pricing model | Stochastic interest rate | Leverage ratio | Unternehmensanleihe | Corporate bond | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Kapitalstruktur | Capital structure | CAPM | Anleihe | Bond |
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2016, no. 11 (June 2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200956