ON BIAS of testing merton's model

Proceedings of the Second IASTED International Conference on Financial Engineering and Applications

Volumn , Issue , 2004, Pages 82-90

  Wong, Hoi Ying ^a   Li, Ka Leung ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Corporate Bond Pricing; Credit Risk; Merton's Model; MLE

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL MANAGEMENT; MARKETING; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; RANDOM PROCESSES; RISK ASSESSMENT;

CORPORATE BOND PRICING; CREDIT RISKS; MERTON'S MODEL; STRUCTURAL MODELS;

MATHEMATICAL MODELS;

EID: 11144327031     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

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