Forecasting Taiwan Companies Default with the Merton Distance to Default Model
碩士 === 國立交通大學 === 管理科學系所 === 97 === Since the financial tsunami happened in 2007, many big enterprises faced default risk. Therefore, default risk measurement becomes more and more important. Our research use two models which Bharath and Shumway(2008) used. We compare the two models: Merton DD Model...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/56067527875772153015 |