Application of Option Pricing Model to Measure the Credit Risk of Listed Companies

碩士 === 東吳大學 === 會計學系 === 101 === Because of the economic depression, corporate bonds default worsening, and financial derivatives innovate constantly, default risk has become a major sources of risk of banking and financial institutions, credit risk measurement and management will become increasingl...

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Bibliographic Details
Main Authors: Yuh-ching Shyu, 徐玉清
Other Authors: Da-bai Shen
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/35475712355644974247