An Empirical Analysis of KMV Credit Risk Model with Corrected Default Point : A Case Study in Taiwan Market
碩士 === 國立東華大學 === 財務金融學系 === 102 === This paper using the KMV model and select the Taiwan's listed companies with financial crises to discussing its default probability and find the appropriate default point. We apply the pairing method in the Altman’s model to compare financially troubled comp...
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| Format: | Others |
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4j554b |