The Empirical Research of Default Correlation─ A Perspective of Taiwan Market
碩士 === 國立成功大學 === 財務金融研究所 === 94 === Recently, many companies face financial distress crisis, and therefore, investors begin to focus on regulations of financial institutions and crdit risk issues. Merton (1974) first proposed the model of default probability and from then on studies of default pr...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/83793424453558040047 |