The Study of Structural Credit Risk Management Models
博士 === 東吳大學 === 經濟學系 === 95 === This essay is intended to renovate the BSM model in credit risk analysis. We use two exotic options, the barrier option and the compound option, to improve the BSM’s performance of detective default on firms in credit risk management. In our study, we use both the saf...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03716950182965650081 |