Saddlepoint Approximation Method in Credit Risk
碩士 === 東吳大學 === 商用數學系 === 96 === (I) A comparison of saddlepoint approximation in the Vasicek portfolio credit risk model Bank of International Settlement announced The New Basel Capital Accord (Basel II 2004) in which encouraged financial institution to build its internal credit rating model. Beca...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/kzhyeq |