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This paper applies the maximum likelihood (ML) approaches to implementing the structural model of corporate bond, as suggested by Li and Wong (2008). Two structural models extended Merton and Longstaff & Schwartz (LS) models are used in determining these prices, yields, yield spreads and probabi...
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id-itb.:123292017-09-27T14:41:46Z#TITLE_ALTERNATIVE# SUARDI (NIM 20107011), LENNY Indonesia Theses INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/12329 This paper applies the maximum likelihood (ML) approaches to implementing the structural model of corporate bond, as suggested by Li and Wong (2008). Two structural models extended Merton and Longstaff & Schwartz (LS) models are used in determining these prices, yields, yield spreads and probability of default by using equity, total liabilities and bond prices data. text |
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This paper applies the maximum likelihood (ML) approaches to implementing the structural model of corporate bond, as suggested by Li and Wong (2008). Two structural models extended Merton and Longstaff & Schwartz (LS) models are used in determining these prices, yields, yield spreads and probability of default by using equity, total liabilities and bond prices data. |
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SUARDI (NIM 20107011), LENNY |
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SUARDI (NIM 20107011), LENNY #TITLE_ALTERNATIVE# |
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SUARDI (NIM 20107011), LENNY |
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SUARDI (NIM 20107011), LENNY |
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https://digilib.itb.ac.id/gdl/view/12329 |
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