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...

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Bibliographic Details
Main Authors: Tsai Ming-Chi, 蔡明志
Other Authors: Yeh Shih-Kuo
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/82472691552467097490