Default Model with Frailty : An Application to Public Firm on Taiwan Stock Market
碩士 === 國立中興大學 === 財務金融系所 === 100 === This paper first introduces the main types of financial warning models, includ- ing Credit Scoring Models, Structural models and Reduced form models, and the literature of default correlation. Finally, according to Duffie et al. (2009) we used frailty-intensity m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f6wb66 |