Validation Methodologies for Corporation Default Prediction Model
碩士 === 國立中興大學 === 財務金融學系 === 93 === Abstract In this article we introduce validation methodologies and use these methodologies to validate Black Scholes Merton、Private Firm Model and TCRI. A quality credit risk model will help financial institution to avoid problematic enterprises ahead of time, red...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/82472691552467097490 |