The Comparison of Accounting Based Default Risk Model with Contingent Claims Model
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 93 === The paper is mainly referring to the option model of the bond evaluation by Rabinovitch (1989). Then we use this approach into KMV model to estimates the default to distance of the default listing firms in Taiwan security markets. First, we make the specificity...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4qbrna |