KMV and Maximum Likelihood Methods for Structural Credit Risk Models: Evidence from Taiwan Market
碩士 === 國立中央大學 === 統計研究所 === 95 === KMV method is a popular commercial implementation of Merton''s (1974) structural credit risk model. It is found in recent academic papers, but it is not clear as to whether it is statistically sound. Unlike the MLE method, the KMV method is speechless wit...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71662497095283402046 |