Measuring Credit Risk with Credit Rating Changes--A Case in Taiwan
碩士 === 東吳大學 === 會計學系 === 88 === This study aims to apply the CreditMetrics concept to the analysis of bonds. We use the model known in term structure of interest rate, corporate bond pricing model and combine with transition matrix. This study selects samples from thirty-four kinds of bon...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54224280448988688597 |