عنوان فارسی مقاله: ریسک اعتباری
عنوان انگلیسی مقاله :
Credit Risk
دانلود رایگان پاورپوینت ریسک اعتباری
بخشی از مقاله
More Exact Calculation
Assume that a five year corporate bond pays a coupon of 6% per annum
(semiannually). The yield is 7% with continuous compounding and the
yield on a similar risk-free bond is 5% (with continuous compounding)
Price of risk-free bond is 104.09; price of corporate bond is 95.34; expected loss from defaults is 8.75
Suppose that the probability of default is Q per year and that defaults
always happen half way through a year (immediately before a coupon
payment).
دانلود رایگان پاورپوینت ریسک اعتباری
کلمات کلیدی:
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