資產相關性 : 以台灣金融業為例
This paper emphasis on the importance of default correlation, and also illustrate how the concept is connected with the Basel Ⅱ framework’s intention. Moreover, the paper brought out the different methodologies used by practitioners to arrive at the default correlation calculation, namely, the dispu...
| Main Authors: | , |
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| Language: | 英文 |
| Published: |
國立政治大學
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| Subjects: | |
| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0922580011%22. |
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