Measuring the credit risk under the structural model with the debt strategic service
碩士 === 國立交通大學 === 財務金融研究所 === 97 === Measuring the credit risk problem is vital in financial engineering field. The structural model is a credit-risk model that models the evolution of the firm value and that determines the event of default (and liquidation). However, the bankruptcy doesn’t lead t...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/90756427832144180283 |