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National Repository of Grey Literature

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High-Yield Bonds Korbačka, David ; Málek, Jiří (advisor) ; Witzany, Jiří (referee) Práce se zabývá problematikou vysoce výnosových dluhopisů. Popisuje americký trh vysoce výnosových dluhopisů z hlediska jeho historie a klíčových charakteristik (rozsahu, výnosů a segmentace) a odvozuje oceňovací modely. Praktickou část práce tvoří jednak analýza růstu tržního podílu rizikových bondů s využitím Bassova modelu, kdy je na tyto instrumetny nahlíženo jako na finanční inovaci. Druhá analýza se zabývá zkoumáním vztahu mezi kreditním rizikem, vyjádřeném v podobě defaultní míry, a očekávanými, resp. dosahovanými výnosovými mírami. Detailed record

National Repository of Grey Literature : 21 records found   21 - 21  jump to record:

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