Risk default estimation with bimodal normal factor model
碩士 === 國立政治大學 === 統計學系 === 107 === The factor model uncertainly has a closed form when the portfolio credit risk is quantitatively analyzed. Because the investment portfolio has a dependent relationship, the calculation is difficult and most of the cases cannot be directly calculated. Therefore, the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xjqxzy |