Using Hybrids of Merton and traditional credit risk model to predict financial distress of Taiwan listed companies

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === In this paper we combine traditional default forecasting model based on financial accounting analysis and Merton model into a Hybrid model of credit risk measurement. This paper investigates whether the Hybrid model can boost predictability of traditional def...

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Bibliographic Details
Main Authors: Mike,Fu, 傅德麟
Other Authors: 杜建衡
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/15011882746456987383