Using Distance to Default to Measure the Credit Risk of US Public Companies
碩士 === 元智大學 === 管理研究所 === 90 === The development of internal models for credit risk measurement is at an early stage. Its present level of development is similar to that of market risk in 1994, when RiskMetrics first appeared and was followed by alternative approaches such as historic simulation and...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57198577732044697294 |