An Empirical Study of KMV Model on the Measurement of Credit Risk
碩士 === 國立高雄第一科技大學 === 財務管理所 === 96 === This paper is aimed to estimate the distance to default (DD value), which is used as a proxy of corporate default probability, based on the KMV model. We select two groups of financial ratio variables, with highly accurate prediction by domestic scholars, and t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/c7r2ry |