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  5. Risk Measurement Models of Chinese Bonds

Risk Measurement Models of Chinese Bonds

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：jerry8006
【摘 要】
：
Chinas bond market is in the rapid development,the amount of corporate bonds,private debt,governmental bonds substantially increased in the past year.
【作 者】
：
Zhitong Pang 
【机 构】
：
School of Economics and Management,University of Chinese Academy of Sciences,China
【出 处】
：
中国系统工程学会
【发表日期】
：
2016年5期
【关键词】
：
Bonds Default Risk Market Risk VaR KMV ES 
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　　Chinas bond market is in the rapid development,the amount of corporate bonds,private debt,governmental bonds substantially increased in the past year.
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