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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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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/12329 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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