The credit risk model with the infectious effects and the continuous-time migration matrix
碩士 === 國立政治大學 === 經濟研究所 === 97 === Despite interest income from loans is a major profit contributor for commercial banks, lending inevitably makes banks bear default risks. For the sake of avoiding expected and unexpected losses, risk management methods ough to be employed by banks to meet the ecomi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12102266796728015503 |