The Empirical Study of Multi-Period Structural and Reduced-Form Credit Risk Model－A Perspective of Taiwan Market
碩士 === 國立中興大學 === 財務金融系所 === 95 === The main goal of this study is to use multi-period credit risk models to estimate the default probabilities of the Taiwan TSEC-listed companies. We use the structural and reduced-form model to estimate the default probabilities of the Taiwan TSEC-listed companies...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47617776783250745682 |