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碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 97 === This study evaluates two kinds of credit risk models. First one is Moody’s KMV model, and the other is Logistic Model. First, in KMV model, we calculate the average default rate during 260 days before the event time. In advance, we replace the parameter of r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/92241561282261013352 |