David Hua

Notre Dame de Namur University (NDNU)

Professor

1500 Ralston Avenue

Belmont, CA 94002

United States

http://www.ndnu.edu

Other Papers (1)

Total Downloads: 148
1.

A Defaultable Callable Bond Pricing Model

Investment Management and Financial Innovations (2009)
Number of pages: 9 Posted: 21 Mar 2014 Last Revised: 18 Oct 2022
David Hua, Heng-Chih Chou and David K. Wang
Notre Dame de Namur University (NDNU), National Taiwan Ocean University and National University of Kaohsiung
Downloads 148 (353,455)

Abstract:

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defaultable bond, embedded option, square-root diffusion process, partial differential equation, finite difference method