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The value of a bond depends on two things : the term structure of interest rate and the probability of bankruptcy. This thesis discuss about the way to determine the value of a risky bond by decomposing its value using the foreign exchange analogy. With this analogy, we can determine bond's val...

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Bibliographic Details
Main Author: GUNAWAN (NIM 20806005); Pembimbing : Dr. Muhammad Syamsuddin, RONALD
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/14460
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Institution: Institut Teknologi Bandung
Language: Indonesia

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