Default Prediction of Structural Credit Risk Model under CEV Process
碩士 === 國立交通大學 === 財務金融研究所 === 99 === In this paper we measure the credit risk under structural model. We include two different processes under three different structural models and compare which model has best ability to predict default probability if the firm is going to bankruptcy. During financia...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/03651337875094467554 |