³¯¬F©¨ Chen, Cheng-Yueh
Higher Education
Master (2008),
Institute of Finance
,
National Chiao Tung University
,
Thesis:
The Enhanced Structural Model for the Credit Risk and the Capital Structure Problem.
Slides for Oral Defenses
.
Adviser: Prof.
Huimin Chung
and Prof.
Tian-Shyr, Dai
Talks and Presentations
Literature part1-M&M Theory without tax and with tax, WACC(Weighted-Average Cost of Capital ), static trade-off theory
Literature part2-Black and Cox (1976), Leland(1994), Leland and Toft(1996)
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
3.3 Brownian Motion.
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
4.3 Ito's Integral for General Integrands.
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
4.6 Multivariable Stochastic Calculus.
Shreve:
Stochastic Calculus for Finance II - Contunuous-Time Models
5.2 Risk-Neutral Measure[5.2.2~].
