Saddlepoint Approximation Method in Credit Risk

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...

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Bibliographic Details
Main Authors:	Shin-Wen Liang, 梁馨文
Other Authors:	Yi-Ping Chang
Format:	Others
Language:	en_US
Published:	2008
Online Access:	http://ndltd.ncl.edu.tw/handle/kzhyeq

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