A Study of Credit Risk-Maximum Likelihood Estimation Method and Merton’s general derivative pricing model
碩士 === 東吳大學 === 商用數學系 === 91 === The issuance of “The New Basel Capital Accord” represents an important step in putting the new capital adequacy framework in place. On risk management, the quantification information help us to supervisory review and market discipline....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64516686692555793766 |