Assessing the credit risk by parameterized model under risk-neutral measurement
碩士 === 國立聯合大學 === 管理碩士學位學程 === 98 === Credit risk management has been a major concern for the financial institutions. This is also indicated by the Basel Committee on Banking Supervision which formalizes the universal approach to credit risk. The Basel Committee on Banking Supervision suggests that...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67296963337678984966 |