Alternative Methods for Estimating KMV Model
碩士 === 國立交通大學 === 財務金融研究所 === 93 === In this paper, we introduce the conventional structural credit risk model and propose several different models to approach the default prediction. We apply several different option pricing frameworks which make asset value follows different distribution processes...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39831698385741503922 |