The Internal Rating Based Model in New Basel Accord — Focusing on the calibration of Asset Return Correlation.

碩士 === 元智大學 === 財務金融研究所 === 92 ===

Bibliographic Details
Main Authors: Yu-Ren Hsiao, 蕭育仁
Other Authors: Lyinn-Chung
Format: Others
Language:en_US
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/56958688436729945848