A Study on Default Prediction with the Modified KMV Model for Taiwan Companies
碩士 === 國立東華大學 === 國際經濟研究所 === 93 === This study adopts the modified KMV’s option model and uses the Taiwan TSEC and OTC-listed companies with financial crises to investigate the expected default frequency and the distance of default. We relax the original assumptions, that asset’s volatility is cons...
| 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/15483743489247533996 |