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Correctly pricing corporate bonds has always been a bigchallenge in financial industry as well as in academia. Forprofessionals in risk management, investment, pension funds, hedgefunds, insurance, etc., bond portfolio is an important integralpart of their financial strategy. For academics, bond pricinginvolves the most fundamental pricing techniques and theories infinancial economics. However, pricing corporate bonds can besignificantly more complex than pricing Treasury bonds because offactors such as default risk, taxes, liquidity etc. This bookattempts to investigate the impacts from these factors on riskycorporate bond pricing in a structural framework in connection withcapital structure decisions and debt policies. The targetedaudience includes professionals in financial industry, financialresearchers, and students in finance and economics at the graduatelevel.
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