Barrier Option Approach for Threshold''s Change in IFRS-The case of Taiwan
碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === This study’s purpose is investigating the influence of credit risk and the difference of default probabilities in Taiwan by Barrier Option after IFRS was used. Many literatures had proved that Barrier Option had better performance than KMV model when using GAAP...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2zga76 |