The Application of Structural-form Model and Reduced-form Model for Taiwan Credit Default Index.

碩士 === 國立中正大學 === 財務金融所 === 96 === We used to adopt "Structural-form Model" to organize Taiwan Credit Default Index(Taiwan CDX). However, it is always troublesome to collect and analyze the balance sheets of the companies by "Structural-form Model". Until OTC set up the system of...

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Bibliographic Details
Main Authors: CHIH-YU Pan, 潘智宇
Other Authors: Li-Yen Paul Hsueh
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/37255799359884186020