Song-Yon Kim

Kim Il Sung University

Taesung District,Kumsong street

Pyongyang, Pyongyang

Korea, Democratic People's Republic (North Korea)

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Scholarly Papers (1)

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A Comprehensive Unified Model of Structural and Reduced Form Models for Defaultable Fixed Income Bonds

Number of pages: 19 Posted: 26 Sep 2013
Hyong-Chol O. and Song-Yon Kim
Kim Il Sung University and Kim Il Sung University
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Abstract:

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defaultable corporate bond, discrete coupon, tax, default intensity, default barrier, duration