Publications
Detailed Information
A Valuation of Bond Guarantees by the Risky Guarantor Using Contingent Claims Analysis Regression Approach
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Daeho | - |
dc.date.accessioned | 2009-03-03T04:30:59Z | - |
dc.date.available | 2009-03-03T04:30:59Z | - |
dc.date.issued | 2000-12 | - |
dc.identifier.citation | Seoul Journal of Business, Vol.6 No.1, pp. 53-70 | - |
dc.identifier.issn | 1226-9816 | - |
dc.identifier.uri | https://hdl.handle.net/10371/1751 | - |
dc.description.abstract | This paper examines a model to estimate the value of bond
guarantees by employing the risk neutral valuation approach. We examine the valuation of bond guarantees both by a risky guarantor and by a riskless guarantor. We discuss the valuation of bond guarantees by a bank as an example of guarantees by a risky guarantor. As an example of bond guarantees by a riskless guarantor, we present the valuation of bond guarantees by government. Numerical examples are shown to gain insight into the relative effects of changes in the various parameters on the values of bond guarantees. | - |
dc.language.iso | en | - |
dc.publisher | College of Business Administration (경영대학) | - |
dc.subject | 김대호 | - |
dc.subject | bank guarantee | - |
dc.subject | goverment guarantee | - |
dc.title | A Valuation of Bond Guarantees by the Risky Guarantor Using Contingent Claims Analysis Regression Approach | - |
dc.type | SNU Journal | - |
dc.contributor.AlternativeAuthor | 김대호 | - |
dc.citation.journaltitle | Seoul Journal of Business | - |
dc.citation.endpage | 70 | - |
dc.citation.number | 1 | - |
dc.citation.pages | 53-70 | - |
dc.citation.startpage | 53 | - |
dc.citation.volume | 6 | - |
- Appears in Collections:
- Files in This Item:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.