Keunho Hwang

Korea Advanced Institute of Science and Technology (KAIST)

373-1 Kusong-dong

Yuson-gu

Taejon 305-701, 130-722

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

DOWNLOADS

10

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

채권자의 의사결정과정을 반영한 신용스프레드 평가모형에 대한 연구: Merton 모형의 확장을 중심으로 (Bondholders’ Optimal Strategic Behavior and Credit Spreads: Merton Model and Its Extension)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 96-136.
Number of pages: 41 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Keunho Hwang, Jangkoo Kang and DooJin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Independent
Downloads 10 (583,106)

Abstract:

Loading...

Merton 모형, 전략적 행동, 신용스프레드, 청산비용, 유한차분법, Merton model, strategic behavior, credit spread, bankruptcy costs, finite difference method