An Empirical Study: the Most Suitable Definition of Default Point of the KMV Model in Taiwan's Security Market
碩士 === 東吳大學 === 會計學系 === 94 === This study tries to define the most suitable default point (DP) of the expected default frequency (EDF) in Taiwan’s security market based on the Black and Scholes and Merton (BSM) contingent claims model, and Moody’s KMV Company framework. Since the estimates of the D...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/08438566984068896986 |