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企业债券风险估值与简化式方法 被引量:2

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摘要 信用风险、利率风险和流动性风险是债券投资者面临的最严峻的风险,对这几种风险的精确估计是债券定价的合理依据和债券投资者有效风险管理的前提。本文介绍一种风险估值的模型——简化式方法,并探讨它在债券定价、信用风险、流动性风险以及违约损失率估计中的应用。
作者 侯乃聪 张燃
出处 《金融教学与研究》 2006年第1期45-47,共3页 Finance Teaching and Research
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