An Analysis of Default Probability in CreditGrades Model
碩士 === 東吳大學 === 財務工程與精算數學系 === 99 === Since 2007 subprime mortgage crisis has been, events of default occur in many companies, so credit risk become an important topic. CreditGrades model is the credit risk model by Finger et al. (2002) proposed, and the purpose is to measure default probability of...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39727890614716613923 |